These represent a sampling of most of the pens I have used for making notations on the thin paper used to print Bibles. They are a fountain pen with red ink and an extra fine point, a dry mark pencil, a 0.2mm crafter's pen, and a red ballpoint.
Step 1: The Problem
This is a page from a Bible I use often. The paper is so thin that a faint image of the factory print from the other side of the page is almost legible. Although I did not make any notations on this page, I did highlight some cross reference listings with a yellow dry marker pencil. A dry marker pencil is good for highlighting, but useless for making one's own notations. Dry marker pencils come in quite a variety of colors. They need frequent sharpening, but there is no danger they will go through the paper.