I've used it with by stacking and sewing through multiple layers with a large topstitch needle - this avoided problems with the holes closing up. It was pretty easy to get off and any bits left over could be picked up with a sticky lint roller. Larger pieces could be taken our with tweezers.
The only negative - it wasn't transparent enough for me to see a missed safety pin. My fault though, not that of the paper.
I've also used the examination table paper. I liked the Golden Threads better but will use up the examination table paper before I buy more Golden Threads.