Yes, parchment works. I wouldn't try to iron the fusible pieces without something over them. That could result in another problem, sad to say, where now they're stuck on the iron.
I lost my "all purpose tool" that goes with my Bernina. I need it to adjust the bobbin tension and open up the little door to access a top thread problem. It always goes back on the shelf in the same spot. So what happened to it.