I create a kind of map that looks like this:

1: copper
2: agate
3: prism
4: figurine

1n1e2s3w3
2n2e2s1w#
3n2e1s2w4
4n1e$s3w2

The first section uniquely identifies each room, so there are four rooms in this maze and each one has an object I've dropped: a single copper, an agate, a prism, and a figurine. It's built like this:

Start out with nothing written, and you're in a room
1: ???

1:n?e?s?w?

Drop something - a copper maybe
1: copper

Now go north. If you end up in a room with a copper you know you've gone back to 1, so we replace the n? with n1, like this:
1: copper

1:n1e?s?w?

Now go east. If we end up with a fish mark it as above, but if we end up in a room with nothing on the ground, then drop something else, say, an agate, and mark it like this:
1: copper
2: agate

1:n1e2s?w?
2:n?e?s?w?

Now we're in room 2, so we move and end up back in room 2, so we mark it
1: copper
2: agate

1:n1e2s?w?
2:n2e?s?w?

Etc. The advantage of this method is that if the maze resets on you, you still have a unique item in every room. You can build up the exits pretty quickly once the rooms are uniquely identified. If it's a static maze then you have a permanent record of the maze. You can do it by dropping copper counts, but I find that more confusing, personally and it has to be items and not copper because it's easier to see fig(12) than to pick up the copper to see how much was there and drop it again. You can also see which directions you haven't tried, in case there's something interesting there, and you know when you've fully completed the maze.