Thanks for the options. The second one seems somewhat sophisticated. I ll check it out, but it looks tricky to do it totally offline, since I don't know which tools I must use.
Not exactly. Any wallet would be able to sign a transaction. Electrum, or most of the mainstream wallets that we have should be able to do so just fine.
As I've mentioned, if you're able to import the address into a well-known wallet, it should be fine. They are unlikely to allow you to import a private key that cannot be spent. The first one would be the best, if you can do so. It doesn't affect the security nor the privacy of your paper wallet so long as you spend the coins back to yourself.