One method I tried to use is marking places by placing items. Doesn't work as well as I hoped since I seem to forget about them easily. Using bigger items like chairs and wood planks works better but it takes too much time to carry them around.I thought of a work-around: what if they implement some way that the character could "write" on the walls, (blood or paint or something). You could mark where you've been or a dangerous room, without breaking immersion.
Giving the player ability to draw on the walls means being ok with them drawing huge genitals in supposedly serious places so I think it may break the immersion.