I found vellum paper at Staples, but wonder can you run it through your inkjet printer.
http://www.staples.com/vellum+paper/...y_vellum+paper

Like Sheltie'smama wrote, I use a smaller stitch length. I fold on the lines after sewing and use my 6" ruler to help guide me as I tear the paper.

For other paper piecing I use the 25% rag vellum I bought on sale online from Staples. This was a suggestion from a pattern designer I met.

Isn't vellum too thick for paper piecing?

I use plain old copy paper and a short stitch length. I seldom have problems removing the paper.

I was always told to use a larger needle (size 14). It makes larger holes which makes for easier tearing. Even though ripping out is a hassle, by using thangles (or I purchased the Triangulation CD), you still get them perfect every time. That is more important to me. Ripping out can be done in downtime sitting in front of the tv. Good luck.

You can buy vellum at office supply stores.

It is actually thinner than copy paper. I've used copy paper also, and MUCH prefer vellum.

You CAN run vellum through a printer, both inkjet and laser.

All of the ideas here are great. Perhaps, another to add. I found that scoring the paper across from the seam (not parallel to) helps, since it doesn't tear along the whole seam, just part of it. I love Thangels and Eydita Star's triangle paper is good too. I also have Golden Threads paper, but velum is still the old stand-by that always works. I don't mind the time spent, since it's just part of the process--like sorting and separating floss and yarns for embroidery or needlepoint--has to be done, but keep the final result in view (a gorgeous quilt)!

Both above posts are correct. I have used them since they first came out. Use a shorter stitch like one does with paper piecing and yes, fold it and finger press and then gently pull. Have a trash can nearby. These are great when making scrappy HST.

Vellum has to be lightweight vellum. The regular scrapbooking vellum is too thick. I use it in my ink jet printer. A tracing wheel will perforate the paper to make it easier to remove.

As mentioned several times, sew your Thangles using a smaller stitch length. Then, after you have cut the pieces apart, lay the triangle on a hard surface and fold the paper along the stitch line, creasing with your thumb. When you tear the paper from the outside edge between the stitching and the point, not at one of the stitched corners, and tear the paper down to the stitching. Then remove the two large pieces, then the two selvage pieces.

I too like thangles or triangles on a roll...I don't think you can fold and stitch next to it as in some pp techniques...but using a thicker needle, shorter stitch, and when ripping out...pull that paper toward you but first gently score over that stitch line with a pin if there is resistance...and like said above...mindless tv watching hand exercises.....