I have done a bit of research and a small store check and have learned quite a lot about baking paper. It was so much fun
Store check
All baking papers are more or less the same. Most have absolutely no information on weight or kind of coating. They only claim that they are non-stick and very heat resistent. If further information is given, it is really identical. Coating silicone, heat resistency 220°C (so I was wrong in my first post...). The only real difference I could find were the prices. Gee, those really can make you wonder.
General info on baking paper
There are two different kinds. Coated and uncoated. Coated can be with silicone, Quilon, or some chrome salts. In reality I could find nothing else than silicone. All of them are heat resistent, grease-proof, and water resitent.
Uncoated (now we are getting to the topic of this thread!) baking paper is, as the name implies, uncoated. It is heat resistent, and grease-proof. This is reached by grinding the wood pulp in a special way so that tiny hairs stick up and build a natural barrier for grease (at least that's what I understood, but I only knew half the words in the text, so I might have missed the finer points ). But - drum roll - they have no barrier against water! In Europe and obviously in the US, it is hardly posible to get uncoated baking paper. You have to order it online in special eco-stores and it is highly expensive. I wasn't aware that it even existed.
Soooo, if you have grease-proof paper in South Africa, this sounds like you have the uncoated version which ist not water-proof. And as RI has no grease but lots of water, it soaks through. Any kind of silicone coated paper is sure to solve this issue.
OK, I hope I've not bored you all to death