Last year I laid newspaper and stray throughout my garden. I had some issues with the winds blowing it away.
Any tips to keep it down?
Wet it well by soaking before laying it down then keep it well wet until it mats down. Otherwise you have to top the paper with something heavier.
In windy areas, don't fluff and separate the straw, peel it off the bale in 'flakes', and lay it down like that, butting the ends together.