Welcome to permies, Janet!
We use rocket mass heaters here and often use paper to start our fires. Paul tells a story of how Ianto Evans, one of the original creators or writers of RMH's, heated his home one winter using catalogs only - no wood at all.
The downside of burning glossy paper like catalogs or magazines is that the paper has a high clay content, so more ash is left behind than other paper.
All the suggestions for reuse are really far better than burning, IMHO, and made me think of listing them in the free section on Craigslist. I imagine if a teacher or crafter was looking, they'd be checking CL.
Then,
wait a minute! Check out how people SELL recyclables on ebay:
https://permies.com/mobile/t/72776/Making-money-Internet-selling-trash. I wonder if you could list them there and at least get reimbursed for your postage!