Parchment paper for this recipe is a must!!! If you want to be able to get your almond coconut macaroon bars out of the baking dish, you must use parchment paper. It can be a little tricky to press the almond coconut macaroon mixture into the baking dish without the parchment sliding around, so if you notice in the picture above I have used office clips to hold the parchment paper in place while I press the mixture into the pan. After you've pressed it in, you can remove the clips.