Granny Dean,
Yes, you surely can soak the blocks in warm water. I use copy paper also and it works perfectly well when I soak it. Give it a try, you will be pleased (I hope.) But I recently tried a method I learned on this board from Peckish. She told of folding the paper on the line and stitching right next to it. That way the paper is never attached to the fabric. I do us a bit of glue to hold the pieces I am sewing though. I find that using pins distorts the fabric. Good luck and please share with us a pic of the finished product.
WHOOPS!! I just looked at the post above mine and guess what. It's from Peckish. So you are in good hands now. She is a pro.