There are lots of opinions on this subject and as you progress you will find what works best for you..
I love to PP and the best advice I learned over the years is starch your fabric so bias edges will be easier to handle but don't be overly concerned about bias edges. Handle the blocks gently and take your time.
After PPing for years, I now remove the paper after I finish each section and before I put the block together. I can't imagine waiting till the very end of a project to remove the paper. What a chore that would be.
I work block by block and some people like to chain piece all the sections at one time.
Can you post pictures of what you are working on? Wouldlove to see it.
peace