French company Exacompta makes a line of BPA-free and sustainable thermal receipt paper:
https://www.exacompta.com/en/recherche?search=Thermal
The EU banned BPA in receipt paper since 2020, so any European supplier should work.
> In January 2020, BPA was restricted from use in thermal paper, including tickets and receipts, across the EU (3). As a result, another bisphenol, Bisphenol-S (BPS), began to take its place. In fact, an ECHA survey estimated that 61% of all thermal paper would contain BPS as a substitute for BPA, despite concerns of BPS being equally as harmful (6). Fast forward three years and BPS is now recognised as “toxic to reproduction” and a hormone disruptor, and has been added to the EU’s candidate list for Substance of Very High Concern (SVHCs), a common first step on the road to restriction (7).
The mentioned company above (Exacompta) also make some without BPS (they say "sans phenol"). No idea what they use instead, for all I know it could be worse ^^ but I think the made in France is encouraging, we tend to have safer norms than EU which itself tends to have safer norms than the world.