I stitch through paper a lot to get my desired patterns. I use parchment paper I get from the dollar store and draw my own designs. Warning, white thread sewing into black pencil graphite can transfer the color. The parchment paper is comparatively easy to take off -- but it makes a mess!
Picture 1 is me! taking off an edge to edge pattern, that's the dollar store parchment.
Picture 2 is newsprint -- you can draw your image and then set up stacks of paper and sew through -- no thread obviously. You then follow the punch points and being perforated once, the designs come off easier.