I put a strip of spike tape on the ends of all the pencils I have for the actors/director to use. This way they are easily (and cheaply) identifiable. Pencils the ASM's may put in have a different color so at the end we can sort out whose pencil is whose.
It's funny, I have worked with certain actors who once a week (or when the pencil stock was running low) I would go up to them and say "Ok, it's purse check time!" and they would 'discover' a handful of SM pencils that had 'gathered' in their hand bags! Ah, actors, at least they had as much fun with it as I had. Always a highlight of my week!