When I was in France last month I also made my own paperclay. As it is a bit messy I preferred to make it in France and not in my own tiny atelier. I had some pieces which were not suitable for firing after drying and kept those to make paperclay. Of course you can buy ready made paperclay, but this way you can reuse failed pieces (so long as they have not been fired) and create something new with them. I do like working with paper clay and paper porcelain as it stronger due to the fibers.
If you want you can add a stain at this point. In this case the clay is antracite clay so not much use to add a colorstain to it, but works well for porcelain and white clays.
I left mine to dry overnight and there was no need to turn, there will be if you leave it out in the sun.