I'd go look at Wal-Mart for a silicon baking sheet. I think the original ones were called Sil-pat but there's bound to be cheap knock offs by now.

I would think that freezer paper would work too.

Definitely parchment paper. Freezer paper and waxed paper do not work well for appliqué purposes because the coatings melt with heat from the iron. Parchment paper works perfectly for the layering technique that Tartan described. I do it all the time.

The wax on the back of the freezer paper would adhere to the fusible and I would think it would no longer be fusible.

I really don't know what an applique pressing sheet is so I may be off the subject. But: For anything to prevent sticking to my ironing board / iron I use what we simply call baking paper sheets. I put one under a paper pieced block ( I do the freezer paper method) so it will not stick to my ironing board.I use it over a traced applique pattern when ironing this to the applique fabric just to make sure the fusible web doesn't stick to anywhere it's not supposed to when doing small pieces. Grocery store stuff, doesn't stick on anything.

Pretty sure these are the same as parchment paper.

You can find parchment paper in the grocery store next to foil, plastic wrap, and freezer paper. I keep at least 3 rolls in my house, one in the kitchen, one in my sewing room, and a backup. :)

I think you could probably even use brown paper bags or copy paper sheets, and throw them away as they get goo on them. Right?

Definitely PARCHMENT PAPER, found on a roll near the waxed paper & alum foil in stores. Not wax or freezer paper.

PARCHMENT PAPER -found in the grocery store with the foil and such....I've used it many times to assemble the fusible applique parts before moving the whole to the final fabric - and it works just fine. I have also heard using the shiny side of butcher paper works, but have never tried that so can't confirm.

Thanks for all the replies. Just got back from shopping and did get the parchment paper. Will be using it tomorrow. Right next to the Reynolds Parchment was a roll of Parchment/foil. Parchment on one side, foil on the other. Hadn't seen that before.