I have only used the Cookina brand grill sheets as that is what we sell at our store but I would highly recommend them. They hold all juices at the meat and wont allow the mess to fall through down into the grill. They also make cleanup WAY easier in many cases as you can just pick up either side of the mat and drain the mess into the garbage. Then a little soap and water and its good as new...
You will still get the grill makes directly through the sheet which is cool. The sheets are made from PTFE (teflon) and are completely safe unless you manage to burn the sheet with an open flame. The Cookina brand sheets are good up to 550 degrees but others out there are made for less (+/- 450).
These are awesome in smokers as well and can be cut to any size.
I'm a big fan [emoji106]