First, don't use Pam, it just makes cookware all gummy. I only use it under lasagna and enchiladas.
Second, make a paste from dishwasher detergent and let it sit on the cookie sheets for a few hours before rinsing it off. If you have enough room in your sink, soak the sheets there. I've had good luck with this.
Third, parchment paper is made for this. It will not burn and cookies just slide off.