That's a good idea!
I went so far as to make yarn stitch markers. Ties pieces of yarn around a much larger size needle...tying the knots very tightly...then adding a plop of Fray Check onto each knot. After dry, snip the ends off right down to the knot.
Sometimes I prefer using yarn stitch markers. They don't snag anything, they're cheap, and they're quiet. I really like using them for lace, and for very delicate yarns that tend to snag
I don't much like plastic stitch markers, but I use them too sometimes. But they easily fall off, or flick across the room, and you never find them until you're vacuuming.