If you mark up closed cell foam with permanent marking pens it isn't permanent. The colors wash off and fade quickly. If you paint the colored foam with fabric cement the colors do stay put. However. Shit. The fabric cement is water proof but not heat proof, so if you leave the flies inside a clear fly box, out in the sun in July, they get sticky.

Maybe spray on contact cement? In the meantime fabric cement works just fine. If you use opaque fly boxes. But not if you use transparent plastic fly boxes. Not yet anyway.