Funny, I've had no issue using brown paper grocery bags, as long as I cut my paper so I only have one thickness to twist at the end to be twisted closed, and 2 layers around the shot. I have used newspaper, thinner brown bags like lunch bags and such, the brown packaging paper sold at places like Staples, all have worked well once adjustment were made for sizing. Writing paper, no good. Tried "rubbing it soft," which can also help with some stiffer brown paper bags, still no good. I'd live to find some kind of cloth based paper like what money is printed on to try.