Are you doing hand applique or machine applique?
I do machine applique using freezer paper. Instead of a glue stick, I use Elmer's washable school paste. This is the old-fashioned kind of paper paste we used to use in kindergarten, that smells like peppermint. I smooth it on with a finger, which makes it go really fast. I'm kind of clumsy and always got really frustrated with the glue sticks, which is why I tried the paper paste. Walmart used to carry it with other school supplies, but it must not be so popular anymore; I had to order my last batch online.
Anyway, I have found the freezer paper easy to remove in the following way. I wait until the entire quilt top is done, then remove the background fabric from behind the appliques. I lay the quilt top out, wrong side up, on my kitchen counter and dip my finger in a bowl of water to thoroughly moisten the remaining edge around each applique. (Sometimes I spray the water on.) I wait a few minutes to let the water reach the paste and soften it. Then I run my finger underneath each edge and remove the paper. My machine stitches catch only a few threads of the applique, so I typically have no problem at all removing the freezer paper this way. If the stitching has caught the edge of the freezer paper, I just dampen it some more to soften the paper and it pulls out easily.
I have tried other methods, but this one consistently gives me the exact applique edges I want. Even pasting the edges under seems to go fast because I do it while watching tv. Removing the freezer paper seems to go fast for me because I do it all at one time -- usually takes under an hour for a quilt top.