5 Substitutes for Parchment PaperSilpat: Best for Lining Baking Sheets. ... Wax Paper: Best for Room Temperature Storage and Makeshift Work Surfaces. ... Greased Baking Sheet: Good for Baking. ... Aluminum Foil with Oil: Good for Baking, Especially at Hotter Temperatures. ... Nonstick Sheet Pans: Good for Baking.