Okay, this is an update of my first method using regular paper to splice filaments that I posted last week. It was okay, but it did require cleaning the splice because some paper stuck to it.

Somewhiteguy suggested in this comment that baking paper might yield better results. And boy! does it ever!

I've been thinking about trying this the entire week. Finally I got me a roll of the cheapest baking paper I could find at the supermarket while doing the groceries for the weekend and gave it a shot.

It is SO MUCH BETTER!

And here, just to prove it, I filmed myself doing a splice in real-time (sorry for the harsh light and the flickering, I filmed this under neon light in the lab).

Less than 3 minutes from start to finish if you ignore me fumbling with my cellphone to film this. No cleanup, perfect splice, and the roll of baking paper cost me a dollar and will last me a lifetime!

I genuinely thing this is the cleanest, cheapest, easiest splicing method that doesn't wastes bits of PTFE tubing at each splice.