I do that all the time - Copy paper just is fine. If it is a purchased pattern, you might want to copy it first so that if a mistake (not that we ever do - lol) is made and you need to, you can restart it. Just shorten up your stitch length. When you go to remove the paper, if you moisten a Qtip and run the damp Qtip down the stitch line on the paper side it will soften the paper fiber under the stitches and the pieces will be very easy to remove.