I bake first then freeze. If you freeze dough, the yeast may die and it won’t rise, unless you use a lot of yeast (I don’t).
To warm up a frozen Challah, take it out a couple hours before. On Friday evening, we put in the warm oven, which we turn off right before Shabbat. In the morning, I take it out when I wake and put it on the cholent pot. Even w/o the cholent pot, it has about 4 hours to get to room temp, which is sufficient unless it’s really large (4+ cups – and even so it’ll still be thawed, maybe a little cold in the middle).
What kind of pan are you lining with parchment paper?
If you mean a loaf pan this is what I do. I use a rectangular piece of parchment paper that fits the bottom of the loaf pan. I grease the sides. If the grease does not work, I use a knife to remove the bread from the sides. You can’t reach the bottom with a knife, so I use the parchment paper.