I have always just used a regular ball point pen myself...on the cock vane. Other than a slight decrease in aesthetic value I cannot really see a problem with having numbers on the vanes.
However, I do like Arthur' s suggestion with the stickers....as long as they are placed on the shaft where they will not come in contact with the arrow rest itself...

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I just picked up another half dozen Bemans so now is a perfect time for me to do it.