I usually don't have to fiddly pick paper bits.. but that may be a commentary on my having a huge roll of the paper stabilizer for machine embroidery and Not having an embroidery machine. It looks like tissue and mostly acts like tissue but it may not Tear like real tissue. For newsprint it's always been sew, fold excess over the stitching fold back and tear (mostly cleanly) away.
mileage clearly varies... and I have no answer for the very real concern of looser stitches... but given how fast folks change their fashion minds most of my coserty winds up in the back of the closet before it wears out, and the exceptions are all cotton and used under recreational clothing..
Mieka
I've done the tissue, too. I just hate sitting there picking teensy bits of it out of ever stitch. And I worry it might make the stitches a bit less tight than they would be otherwise, which is already a concern since I use a long stitch.