CrazyPaul
As others have suggested - use a white board for writing.
If you want to make a "fold-able white board" just take a piece of white paper (or card-stock) and have it laminated - then use a fine tip dry-erase marker to right the note and "wipe it clean" when you finish.
Other solution is to use your personal blackberryetc to write back and forth - in the "NOTES" section (not IM/SMS etc). You could also look into a cheap PDA - even a used one (like a PalmPilot) that you can use at work - and if it gets damage/lost it's not a huge investment.
That way you can type what you want to say - show it to them, and then delete it (because it's your property)
Honestly though - I don't know what the issue is ? For general everyday communication ("what time are you going for lunch?", ""did you see the _____" etc) there's not reason why it should matter if they want to keep the note.
Of course if you are writing things in your notes like "Mr.P is an @ss - he stole my ____" or "You're an idiot and are discriminating against me" etc... then maybe you need to evaluate whether writing those things are a good idea or not (hint: they're not)
There are lots of pocket sized writing tablets available that are either like a dry-erase/white board or are a little keyboards etc - toy stores like toys-r-us have a huge selection of "write & erase" or "type & delete" items that while technically "toys" would be great for your needs.
If it were me, I'd just take some large size "recipe cards" (or cut down a few pieces of white cardstock), take them to a copy place or somewhere that does laminating and have them laminate the pieces of paper (leaving 1.5" of laminate material bordering each piece of paper). Then cut the sheets out so that you've got at least 1/2inch of laminate bordering each sheet and take them into work along with some ultrafine/fine dry erase markers.
