Papers for Baking

Since moving to the UK I have had a few times where I have used the wrong type of paper while cooking. For example, I used greaseproof paper to roll out pizza dough and it ended up a sticky mess.  I got so frustrated I threw the dough (paper and all) against the wall.  Niall witnessed it.  Another example?  I couldn't figure out what parchment paper was and ended up baking with wax paper and smoked out the kitchen.  So here are a few notes on different papers.

Wax Paper:  I use this for rolling out dough and pie crusts (a piece on the top and a piece on the bottom) when I can't be bothered to flour the counter.  It also works well for wrapping candies (like taffy or caramels).  It's fine for baking as long as it's not exposed.  (To line a cake pan, for example.)  Because of the wax it will smoke if it's exposed (for example, lining a cookie sheet.)  I have not been able to find a good substitute here in the UK, so my brother brought me rolls and rolls of this in an effort to stop me throwing things

Greaseproof Paper:  I'm not sure what to use this for.  Dough and crust stick to it, so it isn't interchangeable with wax paper.  The packaging mentions wrapping cheese in it.  Niall is sort of obsessed with really stinky cheese so I think I'll give it a try.  There's also mention of using it to cover things in the microwave.  But I thought that's what paper towels (aka kitchen roll) are for?

Baking Paper:  As far as I can tell, this is pretty close to parchment paper.  I've heard it has some sort of a silicon coating, but I don't know how true it is.  It's good for lining a cookie sheet or baking sheet to prevent items from sticking.

I did a little experiment to see how the papers worked.  (Uh, I left out the wax paper since I already knew it would smoke.)  On a "non-stick" cookie sheet, I had six test cases and checked the outcome of the Homemade Thin Mints.  (The recipe recommended using parchment paper.

1.  Cookie on the sheet, no oil.  Outcome:  Cookie stuck to the sheet

2.  Cookie on the sheet, brushed with vegetable oil.  Outcome:  Cookie stuck to the sheet, though not as much as in scenario 1.
3.  Cookie on Greaseproof Paper, no oil.  Outcome:  Cookie stuck to the paper.
4.  Cookie on Greaseproof Paper, brushed with oil.  Outcome:  Cookie stuck to the paper and was greasy underneath.
5.  Cookie on Baking Paper, no oil.  Outcome:  Cookie came off the paper easily and was crispy.
6.  Cookie on Baking Paper, brushed with vegetable oil.  Outcome:  Cookie came off the paper easily, but left a grease spot.