At the World Maker Faire this year in NYC I was sharing my experiments in 3D printing plastic on different substrates.
Here is what I have found works with tissue paper.
When it comes to printing plastic on tissue paper, the most important thing to do is keep the paper flat and wrinkle-free during the first few layers and stationary all the way through the build process. Spray-on adhesive can't be used directly on the build surface because the paper will tear when you try to remove it at the end.
The only method I have found that works consistently is to construct a frame that sits snuggly around the build platform, flush with the surface, and glue the tissue paper to it around the perimeter.
This Instructable details how to go about building your own frame.
Source file for the PaperFly I printed in this example are at http://www.thingiverse.com/thing:32845