I use grease paper that I make by applying hot bacon grease to one half of a sheet of newsprint with a paint brush and then folding the dry side over on top. The grease stays pretty much inside so it doesn’t get on the veneer. It lubricates better than wax paper, has no waxes, and gives me an excuse to eat bacon. The process is described in Ramond’s “Marquetry”.
The early bird gets the worm but its the second mouse that gets the cheese.