Lube it, kneed it, fold it as you use it. You'll be fine.
Drop it on the driveway, pick it up and start rubbing the paint, and you'll get nice scratches from the grit stuck to it.
That's why you need to kneed it and fold it, to keep contaminates moving into it away from the paint. The skankier the paint, the more you'll have to kneed and fold.
It really takes some work to screw up paint with clay, but it can be done.