When jaggery / sugar syrup mix is rolled on to sheets, what kind of sheets would be most suitable - least sticky?

Cling-film (US term Saran-wrap, I think)

Since they changed to formular for 'health' reasons in the 90s, basically it only just sticks to itself & barely notices any other substance exists. (Yes, I'm being a tad cynical;)

You just need it stretched out onto something flat & firm (baking tray, chopping board etc - wrap it underneath & try to make it stick to itself a bit - then whatever you put on top of it will be easy to release once it's set.

I believe you can use any typical type of parchment paper, and to be safe, you can brush the sheet with oil before pouring on the syrup. As parchment paper is already meant to be non-stick, I don't see any problem with the regular kind.

If, by any means, your hardened syrup gets stuck onto the parchment paper, you can place the syrup parchment paper-side down on a warm damp towel for a few minutes, and it should loosen the parchment paper.