No real need. There is plenty of DoF around your paper plane, several mm in fact. The thickness of the paper lifts the grain magnifier to the theoretical correct plane, but not having it creates a focusing mistake to small to make any difference.
In fact, Gene Nocon suggests not using a scrap piece of paper in his book on darkroom printing. And I personally think that grain magnifier manufacturers have already designed in a typical paper thickness. That's certainly what I would do if I was manufacturing them.