WIY- I should have warned you that the parchment paper will be more time consuming. Anyway, so firstly, trim the paper to pan size, that way it cannot float around. If you’re putting it directly on the oven rack, trim to fit the rack.
Placing the paper on the “wrong” side helps it stay in place because it won’t roll up so easily.
Also, the paper will turn brown and you need to replace it after every use. The paper will not burn though.
Also, make sure the paper doesn’t touch the sides or the back of the oven.