Hey there Romanor4,
I totally recommend using the end papers, i have very lank, fine hair and using the end papers for either a pin curl or roller set has helped me immensely. You can use cigarette papers or even loo roll or kitchen roll folded into squares then wrapped round the ends of your hair. Believe me i have tried both those when i have run out of end papers and it worked just as well. It seems to help me to roll my curls up quicker too as well as just generally improving the finished set.
I am finding a sponge roller set better for me at the moment. i just wash my hair, leave my hair to dry until it is damp, spritz with setting lotion, put in the rollers, then give my head another spritz of lotion, then cover with a scarf and sleep on them.