Sorry, but WHY do you need to label the afghan at all--I mean, for your purposes to put it together? That's the only reason I can think to label it, so I'll go with that--of course, then the whole idea of embroidery/cross stitch/picture of the afghan doesn't make sense, so you can see why I still don't know what you're asking.
Anywhooo, for something non-permanent--maybe a safety pin with a piece of paper attached telling you what the block is so you can put it in the right place.
And if it really is something permanent you want, then I'll stick with the fabric paint, pen, or crayons idea that I mentioned earlier.
As to why few people responded, I'm positive it's because they, like me, are not understanding the purpose for these labels (in fact, I still don't understand what you want and WHY so, yeah, it's very confusing, which equals few responses).