Joy of Baking actually recommends using parchment or foil:
... it is a good idea to use parchment paper or aluminum foil to line
your baking sheets, not wax paper, as the meringue will sometimes stick to wax paper.
According to Living Strong:
Next in line for substitutions similar to parchment paper comes
aluminum foil. The flexibility of the aluminum foil allows you to
easily lift the meringues off your baking sheet and gently peel them
away from the foil, individually rather than trying to scrape them off
the pan with a spatula or knife. Just like parchment paper and waxed
paper, aluminum foil cuts down cleaning time by eliminating
the need to scrub your baking sheet.
They also say that if you don't have foil, as a last alternative, you can try spraying the sheet with baking spray (the kind with flour in it), or spray with regular oil spray and then dust with sugar.