When I say I thread baste, none of my thread goes through my paper or the front of the hexie. I just baste the corners and 1 inch and smaller don't need to be basted to the paper. So no basting to pull out later.
On my modified Lucy Boston, I had some 1 inch squares and 3 inch squares that I used, and those I needed to baste thru the paper. It wasn't too difficult to pull out. I'll try to post a picture although it is not that great.