Some dragons use pen and parchment, though their writing tools are custom, to fit a dragon's front talons. Not all dragons are literate, but most acquire basic proficiency in local written languages. (The five-fingered, Black/Imperial dragons of the far East are masters of calligraphy, and their brushworks are eagerly sought by more than just Mages.)
Most dragons that write more than casually use dragon-sized implements when writing in non-dragon scripts. Usually, quill pens, but pencils are used by some steam-punkish dragons. Although many dragons have surplus sheep hides with which to make parchment, long letters and manuscripts can quiclyquickly become bulky. So some prolix/tech-friendly dragons are beginning to make use of a pantograph mechanism to write more compactly. (Rumors are that the dwarves finally accepted the contract, after much wrangling.) Some dragons are resisting (as effete) the lenses needed to read such small lettering, but others are adopting the style with a will.