Some people advocate a small amount of water in the bottom of the pan. I'm not one of those people and that would only dilute our lovely full-fat milk. Instead, I prefer to rub the base of the pan with oil. Anything milk that burns will lift off easily once you're done making the paneer. Don't scrape the base of the pan when making paneer as the burnt bits can lift off and leave your cheese speckled with burnt milk solids.