I asked for some silicone baking mats for my birthday. I thought that using these would save some money in the long run, not having to purchase parchment paper.

But the instructions say to grease as you normally would. I thought the whole idea for these mats was to not have to grease?!

A 'silicone mat' may be different from Silpat or Teflon. Neither of those need to be greased.

You could try it ungreased and see if anything sticks.