I use tissue paper too. Scraps will do. I would be hesitant to put anything on my regular foot....might be difficult to remove and if left on, may mess up how the foot works on fabric. Also if you end up sewing with the vinyl down, just put a piece of tissue paper on first, makes it slide much easier on the bed of your machine.
What By Annie bag are you making? I love her patterns and the last ones I made was the "Open Wide" zippered pouches. They are great.