I have the same Dritz fine line chalk pen and it's my go to for marking a multitude of items. I originally bought it for marking wools and it works great for that. But I now it use it for marking almost anything. I only have the white chalk but it also comes in blue and pink chalk. I'm not sure about yellow. I heard several complaints about the blue chalk in pounce pads so I've not used anything other than the white in the fine line chalk pen.
As an FYI, I have a sit down longarm, no bells or whistles, just the head fixed on a large table. I have often used examination paper, the type used on a physician exam table, to draw my quilt design. Sometimes I will use a stencil and sometimes I just free hand a simple design. I make as many pieces as I need to cover the quilt top but only attach one width of paper using pins to the quilt. Once that "row" is quilted, I add the next row of paper and quilt that row. Repeating as many times as necessary. Designs that do not have sharp points make removing the paper much easier. I don't find it difficult to remove the paper but if I have a section that doesn't want to cooperate, I simple use a paint brush with water and dampen the paper and it comes right out. I learned, the hard way, not to use a pencil to trace the design as it transferred to the fabric when quilted. Not horribly but visible in the lighter areas.