This is a slight variation on something that has been suggested before.
Would it be possible to have a pair of radio buttons for pencil mark mode: All or Selected only.
All would display all the pencil marks as at present.
Selected only would only display the pencil marks for the currently selected number. This would make it easier to see what you were doing as you entered pencil marks and looking for patterns like X-wing. Selecting a different number would then filter on that number.
The only thing I can think of which would need consideration is what would happen when you selected the eraser - probably it should automatically revert to all.
