I always like to remove the templates before baking the macarons. The paper under the mat will offer a barrier between the tray and the macarons, which will cause the macarons to have smaller feet because of the extra protection against the heat, so I strongly recommend removing it before baking.
Square Macarons are definitely hard to pipe. I have made them for the Minecraft Macaron set that you can find here. I have also included below the template for the TNT macarons, I recommend strongly that you watch the video on YouTube before making them, square macarons can be very tricky.