My avatar was my first PP experience. I used vellum paper in my xerox machine as there were so many pieces. Because you sew six pieces to make one pinwheel, I found it was easier to remove the paper, then sew. But you do have to be careful with the bias edges. I would use fabric finish before I removed the paper to give it a good semi-stiff quality. Starch would probably have been better.
I even had to PP all of the black parts so it is consistent throughout.
It probably took me a year and a half because I had to keep putting it away to work on other things.
But I loved it and will do it again.