I use regular printing paper for mine always. This is how I remove the paper:
1. Run a Purple Thing gently but with some pressure down the seam line. You can also use the back of a seam ripper or something else that is pointed but blunt. This will gently pull the paper.
2. If the paper is still attached, take a moistened QTip and run that down the seam enough to dampen the paper around the stitches. It will soften the paper between the stitches and should remove effortlessly.
3. Use sharp pointed tweezers (I use the tweezers that came with my surger - they are long, slender and very pointed) to remove small pieces.
Good luck!