It seems to me, you should do this if it helps you get to the right codes more efficiently. You are a professional and you should allow yourself to work in a way that improves your accuracy and efficiency. You should adhere to your workplace policy on disposing of your notes to prevent a breach of privacy in regards to the patient, of course, but I imagine most of the time you would not be writing down the patient's personal information - just codes, names of diseases, procedures, body organs, etc. on scratch paper.