Another hand quilter, stencil user here. I agree marking on a hard surface is much easier. Also usually easier done prior to sandwiching but mostly I mark afterwards. I find the Bohin mechanical pencils or a regular mechanical pencil far easier to use for marking. I don't have much luck getting tailor's chalk markers in the stencils. Roxanne pencil points break while looking at them (at least for me, lol). I've never mastered the pounce marker either.
If you have a LQS nearby, I would highly recommend racing out to get the Bohin pencil and as many color leads as they have. I only have white at this point but plan to purchase the other colors next time I'm at the shop somewhat near to me that carries them.