Mary from MI,
Parchment paper is different than waxed paper. It works well in the oven. Nothing sticks!!!! Would really work well with the cookies.
The only problem is finding it. Not all grocery stores stock it. I find it at cooking stores and the like. Everytime I see it I buy it while I'm there, that way I'll have it when I need it.
Hope this helps a little.

Karol