I wouldn't use anything heavier than brown grocery bag paper. The brown wrapping paper is about the same or slightly lighter. The problem with thicker paper you are adding excess physical weight without any extra benefits for the bow. The brown paper seems to be a good weight when added to TB glue. Any carpenters glue, white or yellow will work. After the glue dries and you seal the bow it becomes waterproof.
You can dry the paper after glueing it down but I have never seen a reason to blacken a bow before adding skins. I think it looks fine without doing it.