Waxed paper is a good substitute, but it sticks to gooey food more readily. Parchment paper is a lightweight and thin paper with several qualities that make it ideal for use in a smoker or on a grill. Unlike foil, parchment paper is both heat-resistant and non-stick. The easiest way to substitute for parchment paper is to grease the baking sheet with shortening or cooking spray. Waxed Paper. In order to prevent food from sticking, the top of the foil sheet should be greased. Pull the parchment paper up and fold it over on top and on the sides so you create an envelope for the fish. Parchment paper is surprisingly strong given how thin the sheets are. 1. It is typically sold in precut sheets or rolls and can be found in grocery stores aisles and online. Kate Van Vleck/Demand Media. And virtualfrolic notes that if you use air-insulated cookie sheets, parchment on top of them results in more even baking than silicone mats. Be aware that cookies tend to spread out during baking with this method. Because the fish is still a delicate item, cook it on the cooler side of your grill for 10 to 12 minutes. Parchment paper can be used to line a crock pot to make clean-up easier, and I believe it’s also cheaper than slow cooker liners (even if you have to use a couple sheets of parchment paper for each meal). Potatoes or Vegetables on the Grill Using Parchment Paper However, additional steps are required in order to create a similar end result. Foil can be used instead of parchment paper when baking. Some hounds use parchment for crispy cookie recipes or ones that need good browning, and Silpat for chewy cookies or things they worry about burning.. Related Reading: Glass vs Metal Baking Pans Silicone mats are especially great for spreading … Baking / Parchment Paper.