On what does Jim write his mysterious messages? He later throws them out the window.

Jim writes his messages on tin plates.

Nat didn't look when we put the witch pie in Jim's pan; and we put the three tin plates in the bottom of the pan under the vittles; and so Jim got everything all right, and as soon as he was by himself he busted into the pie and hid the rope ladder inside of his straw tick, and scratched some marks on a tin plate and throwed it out of the window-hole.