Ordinary paper works too but is less interesting. It instantly sublimes into the smell of burning paper (at the impact point) and leaves nothing but a small round hole (sometimes charred).
My curiosity was piqued by this video from "Action Lab" which explains everything. The size of the balls is critical, also demonstrated in the video. My mild curiosity is satisfied now, but it does look like there are a lot of variables to explore. Thought I'd post here in case anyone was inclined to "look further". Do share if you do - thanks

Video ---> https://www.youtube.com/watch?v=gTh5aABIwoY
MP-E65 @ f/3.5, ISO 100, stack of 80 images. This is the matt side of the foil. The shiny side looks the same, only shinier. FoV ~7mm