At the other extreme, I leave the roll of paper on the printer. Unthread it and wrap a clean sheet of paper around the roll. Use a bit of tape to keep it from unrolling. It is quick to rethread and the printer (Epson 4800) can use sheet paper while the roll is mounted but not threaded. I see no ill effects from doing this.
As I use several types of paper, there are several rolls about. The ones that aren't mounted are in the original packaging in the room with the printer.