There is no substitute for it you will need to go and buy a roll of it, wax paper melts, foil will make the cookies run if you grease the sheet , brown paper bags will burn ,I have looked allover for you but there is nothing else that you can use .
hardware store will have copper and steel (galvanised conduits) a sporting goods store will have aluminum tent type polesother alloys will be found at a industrial pipe supply companyif looking for small tube lengths with small diameters look at wind chimes auto supply will also have some aluminum tubes for say gasoline and AC type work
If it just calls for putting parchment under the macaroons, just grease the panThe only reason they're asking for parchment is to prevent them from stickingWhat you should not do is try to replace it with any other type of kitchen product such as wax paper (will burn), foil (will stick in little bits to your macaroons), etc, except a sil-pat (silicone baking sheet) if you have oneYou could alternatively use a non-stick cookie sheet.
Parchment paper uses silicone and is fine for oven useThe wax paper will start smoking and burningDon't substitute the wax paper for parchment paper.
aluminum foil or copy paper or even notebook paper works just fine and has for years before home cooks could get parchment paperDO NOT EVER GREASE ANYTHING IF MAKING A FOOD THAT IS MOSTLY BEATEN EGG WHITE!! You can even use the paper shopping bags opened up and ironed! What is the BFD about all this expensive parchment paper any way? It is just paper and those cooks calling for it work in restaurant or other extablishment where it is available courtesy of the owner!
