I personally also prefer using the keyboard as my typing speed exceeds my writing speed by some orders of magnitude...
There are several methods of copying code the old-fashioned way with pen and paper.
* A slightly modified handwriting which considers the length of some characters in CW by simplifying the respective letters plus some additions for legibility: An example can be found at DK5KE's website: http://www.qsl.net/dk5ke/bilder/abc.gif
* A real shorthand code; there are numerous variants. At recent HST (High Speed Telegraphy) championships I have seen the competitors from Belarus, Russia and Romania use different shorthand systems, which looked quite different: Some of them were simply dots, dashes, circles and similar marks, written on three or four vertical lines (almost like a note sheet), others resembled an ECG graph :-) There is an example of this also on Ludwig's website, halfway down this following page: http://www.qsl.net/dk5ke/morsen.html
(This was from YO; I remember seeing a similar picture but from Belarus somewhere on the DARC HST website but I couldn't find it right now).
* Your own shorthand method. Try to simplify the letters of your own handwriting by leaving out any redundancy. I tried this a few years ago, and after a while I got a lot faster when copying with pen and paper, but it was still a lot slower than what I can type on the keyboard (35wpm vs. 50wpm or so).
I vaguely remember that there was something about this in N0HFF's "The Skill and Art of Telegraphy", but I am too lazy to look it up right now :)