Keep a chart to record or journal to record your observations of the student's progress. The students themselves need to learn to generate this same kind of positive evaluation. You certainly don't have to put written comments on all papers. Some pieces of writing, such as journal entries or in-class freewrites, are much more effective as learning tools when they function as safe places for student experimentation. You may also want to consider different forms of comments.
Some instructors prefer to record their comments on an audio tape.