The biggest issue we have is keeping the paper in place while drawing. Pressure comes both from the drawing hand and the spare hand pulling and crumpling the paper. We tried a Dycem mat, but it was too soft to draw on, we tried blue tack but it didn't bond to the table and we tried selotape but then you have selotape all over your drawing.
Our solution, the post-it note.
We have used successfully for a number of years 3Ms post-it sketch and stick pad for kids. This is white A4 paper with post-it sticky along the top shorter edge. It keeps the paper in place a treat and can be used either way up so making the majority of the paper available for drawing. Unfortunately 3M no longer sell it in the UK (but do in the US) but it can sometime be found on ebay and Amazon for a reasonable price.
We have also tried an alternative giant sticky note. This is a square of yellow paper with sticky along one edge. It works well even if it is a little big and can also be used either way up. This is a bit more expensive and can be found at both Amazon and the Present Finder.
Please do share what solutions you have come up with.