There are concerns with some baking papers containing bleach and dioxins which, when heated, leach into the food placed on it. Look for Chlorine- and Quilon-free paper if you must use a baking paper.
See also baking paper
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Choose safe, non-stick cookware or grease the trays with butter, margarine or oil before placing food on them.
Cooking paper or waxed paper cannot be recycled, and does not compost well because of the waxy texture.