No I'm pretty sure there's no reason you can't do this (I've seen a few people copy moves to their own scoresheet so I can't see why you can't put candidate moves down), and it's a good idea as long as your opponent can't see what moves you've refuted :)
I wouldn't do it on your scoresheet though, just bring along a notepad or buy your own scoresheet to do it with (notepad's probably easier for this..). If you want to double check, ask at your club or e-mail the ECF and let me know what the outcome is. I think it's probably courteous to ask your opponent if they don't mind you doing it before games as well.
Also, where the hell would you have space to write this on your scoresheet!!?
I have done a search on google but i cant find an answer to this question. Is it against any rule to write notes down during an OTB game? what im talking about is maybe writing 3 or 4 candidate moves down after a minute or so, then looking more deeply into each one in turn, this would be done on my scoresheet. I know people will say ' can't you just do that in your head?' and yes i could, but for clarity and to make it easier it would be better to do it on paper. What are the rules concerning what you can or cannot write down on your scoresheet during a game? If you ARE allowed to write down say 3 or 4 'candidate' moves whilst you are thinking, would you also be allowed to add analysis to this also? So you could see the lines before you choose one? I know it probably sounds a bit silly, but its something i have thought about quite a bit over the years, and ive never managed to find an answer.