Some people use a Teflon sheet to protect their heat press when sublimating. The Teflon sheet catches any stray dyes and keeps them from going onto the press, and subsequently onto products that you sublimate later, which might ruin that product. A Teflon sheet can also be used for products like sublimatable decals to keep adhesive from getting on your press when heating them.
However, most people prefer to use blowout paper instead. This is cheap paper that is single-use. It catches the stray dyes and then is discarded after each use. Here is a tip to source blowout paper: contact a local newspaper and see what they do with their end rolls of newsprint. When newspapers are printed, they start with large rolls of newsprint, and when the rolls start to get small, they change them out and start a print run with larger rolls. Many times, the newspapers give those end rolls away at no charge. It works great for blowout paper, as well as packing paper.
—Kevin Lumberg, Duraluxe