Get your engine hot and scrape the worst off your zorst with a lolly stick or similarAllow it to cool for a while and finish off with some steel wool and a drop of WD-40
I had exactly this problem only last week - a carrier bag melted onto my downpipes.
Whatever you do, DO NOT try scraping it off with a knife or anything that might scratch the metal. Heating it up with the engine and melting it that way, as suggested above, should work. What I did was melt it with a camping stove until it started to bubble (but before it turned black), then wipe it off with a cloth.
There was some burnt plastic still on the pipe as I overdid it with the flame, but Autosol sorted that out
Yes use some paper or wood or something that will no melt again and do it when its hot.
Dont use the metal cleaners unless you are doing the whole down pipe…