I use regular printer paper .... shorten my stitch length as short as it will go to 1.0
I have no problems taking the papers off and with no pieces of paper sticking in under the stitching ... or the stitching pulling apart.
If I am doing an intricate block where the pieces are small or it is handles lots, sometimes the paper falls off too soon. Then I bandaid it back in place using painters tape that I can sew over, and press with a hot iron, without a problem