Moleskine (and I’m sure others) make pocket-sized notebooks. I find this easier than fiddling with a binder clip every time I want to write something. It’s pricier than the index card solution and the notebooks eventually fall apart but my use case is temporary storage while I’m on-the-go. Important notes are then dealt with or copied to more permanent media during reviews as appropriate.

Moleskine’s version: https://www.moleskine.com/en-us/shop/notebooks/journals/cahi...