There are two weights of Epson Matte Presentation paper. I have both and use different weights for different project needs. Because you will have several layers folding up AND there is a box lid to support the sides, I bet the thinner would be OK.
I always work up my templates in grayscale and print in grayscale onto regular copy weight paper to makes sure the "fit" together. And even though it is much thinner than what I would use for a "real" project, it almost always works pretty well. I do suggest something heavier than copy paper though. Can't wait to see how yours turns out! The explosion boxes really are easy to put together...I promise!!!