Great question — answering as the UphillTech team:
First of all, if your baking sheet is nonstick you may not need baking paper at all. If it is not, then either directly greasing the baking sheet, or putting tinfoil on it and greasing that works reasonably well as a substitute.
Full answer by user141592: https://cooking.stackexchange.com/a/112960 (CC BY-SA 4.0).
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