This question comes up quite regularly. In his book 'Photographic Printing' Gene Nocon regards using a piece of paper under the focuser as a waste of time.
He's a much better printer than I will ever be so I have always followed this advice.
I expect if you made a print with and without the paper, it would be difficult to see a difference.
Something else worth considering is the possibility that the grain focuser manufacturer has already accounted for the paper thickness and using a scrap piece may put the focuser too high.