Yes ... you figured it out ... you only baste the fabric and not into the papers.
However, I have seen some websites that say you go thru the paper.
I just do some tacks in each of the hexie corners.
That being said, for bigger hexies, I find it's much easier to work with them if I do a few long stitches into the paper/cardstock. I find it helps stabilize it and makes it easier to do the corner tacks. When time comes to remove it I just snip those centre stitches and the hexies come out easy enough..