Im ever amazed how so many people can have problems and stuff up a so simple process of toner transfere.
I have used the waxy paper many times with little problems.
There can be problems with printing to it, but your problem of the paper too thin is a new one to me.
Sounds like a crap printer problem rather than a paper issue.
I had a Samsung laser printer that worked fine for me, till it run out of toner in one colour.
I'm not the slightest bit surprised some have problems. I have made dozens of PCBs using the toner transfer method, but have had a steep learning curve to get a method that works with my printer. Initially I bought some of the very expensive blue transfer sheets, and these worked very well indeed in my old Epson laser printer. However, when I tried to use them in my new Samsung printer the film partially melted and wrapped itself around the drum, causing me to spend a couple of hours taking the printer apart and carefully cleaning it. Even after doing this the printer wouldn't print cleanly, even on paper, so I ended up buying a new (and very expensive) transfer unit.
I then tried using thin laser photo paper and after quite a few experiments with paper settings I can get pretty good results. I've tried using the backing from labels, but that just jams the printer up (thankfully without lasting damage). I've also tried the clear laser printer film method, but find it a bit hit and miss, although when it works well it is certainly better than the thin photo paper, and quicker.
The key I've found is finding the right setting in the printer. My old Epson only had a couple of choices, but the Samsung has well over a dozen different types of paper you can choose (not sizes, types). I've had to play around to get a setting which works well on thin photo paper, and can now produce a good result every time, but this is only after a fair bit of experimentation.
BTW, I just use an iron to transfer the toner to the very clean and degreased PCB. This works very well as long as you make sure that the paper doesn't move and that you press very hard all over the board. I've found a pad of kitchen roll under the board helps, together with a single sheet of kitchen roll over the top of the photo paper, to distribute the pressure from the iron more evenly. I also get better results if I allow the iron to heat the board for at least a minute, with me leaning hard on top of it to maintain a high pressure across the whole board.