I have it written down too...and it's on a cheat-sheet poking out from the bottom of my kneeboard so I can always see it.
I also jot down the important bits when they tell me onto the kneeboard, in fact at the end of a flight I often have to deciper the relevant numbers etc and figure out which set of numbers were tacho times...which were real times...I don't think there's any magical answer...it just sort of improves as you get used to speaking to more & more people.
I also, when changing to a new frequency, try to listen for a few minutes and jot down the QFE, QNH etc that they give to others...then when they read it back, you already know what to expect and if it's different to whats written down you'll instantly notice
Hope it helps