The slick surfaces of new nonstick baking sheets and cake pans may not need to be lined. But nonstick surfaces are delicate -- they scratch easily in the course of cooking and baking, which damages the surface. Some manufacturers recommend wiping nonstick surfaces with a damp cloth, rather than washing, which keeps the coating intact, but residue left on the surface can cause food to stick. So, it's a good idea to line these baking trays -- with parchment paper or aluminum foil -- if for no other reason than to preserve the nonstick surface.
If you're baking something that must come out of the pan fully intact -- such as a Bundt cake -- don't take a chance with nonstick. Grease the nonstick fluted cake pan with a thin coat of butter or cooking spray just as you would a regular pan. It's also a good idea to grease or line nonstick loaf pans; it takes up to an hour to bake denser loafs, and your time and efforts will go to waste if the bottom half of the loaf sticks to the pan.
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