I have been cutting the veneers for years with a sharp utility knife with very little problems. When this post first started, I ordered a veneer saw and it works great, much better that the utility knife. By the way, the veneers from veneersupplies.com are 1/42" thick, or .024". One caution, they are a little too smooth for my liking. To achieve good glue adhesion, I roughen them with 36 grit sandpaper prior to glue up. You need to be careful with your sanding strokes to keep from buckling the veneers.
--Mike