My stepdad is a mathematician and I spent plenty of time in his department. Everyone uses chalkboards or whiteboards or overhead projectors for this sort of thing. I’ve never in my life seen someone write on glass for this reason (only seen glass writing on cars) except on tv. On tv you see it a lot though - Stargate, Eureka, Numb3rs, etc. I would imagine it would be harder to see what you are doing. It’s probably just for dramatic effect - you can get the camera at an angle such that you can see the person’s face while they are writing.
I am a mathematician of sorts and nobody uses glass except for students who run out of whiteboard space or want to seem eccentric or are having a laugh. In the Renyi Institute and the Fields Institute and the Institute for Advanced Study and places like that, they have blackboards or whiteboards not only in the offices, but also in choice hallways and even sometimes elevators.
The whole writing on windows/mirrors thing is a dramatic tool to emphasize the borderline autism that frequently appears in great mathematicians (and which aforementioned students sometimes try to emulate). John Nash was genuinely mentally ill, but might have been more wont to write on walls than on windows. He was pre-whiteboard anyway.
Second this. Good whiteboard markers are often scarce and fiercely protected.
Also second the “napkin” comment. I have literally taken crumpled up notes out of a bar ashtray to decipher my advisor’s ramblings. Napkins, receipts, and most commonly paper placemats become notepads all the time.
Yanno, “presenting their dry-erase markers to each other” is a lot more suggestive than their pens 
For what it’s worth I have done it, for a math class.
There were 8 of us working on our big end of year project. Too many for a dorm room, so we went looking for a work area. Couldn’t find any that weren’t already having the whiteboards used, or being used for quiet study.
Out of necessity we ended up in a little lounge nook with couches where a couple hallways joined near a library room. The anoyingness of eight people crowded around a notebook sheet was too much, So we started using Dry-Erase on a window to the little Library. Mostly because the walls were brick and that woudn’t have worked very well. But I did at other times just use the walls where they were plaster, or glossy painty on drywall.
As a programmer, I’ve written on some windows. Usually either due to no space left on the whiteboard, or you expect the whiteboard to have a higher turnover than you’d like for the information you want to write down. Also, if there’s a glass partition near the door, you can have customized “name plates” just like the bigwigs. 
Unfortunately, this practice was deemed “unprofessional looking” when we moved in to newly renovated quarters, so we’ve had to stick to the whiteboard recently. 
Wait a minute. “Piens” isn’t even a word! :dubious:
No no, it’s the iPen. New Apple gizmo.
There a scene in The Bank where the main character, a mathematician working on fractal geometry/chaos theory or something, drips ink onto a tablecloth and then writes out the mathematics to describe the splash pattern next to it. This research is important to a powerful bank which hires him, so they have men following him around to seize whatever he writes on.
People, would you actually read the OP? What was asked was:
> . . . is this really something that is common among mathematicians? . . .
The question wasn’t if these sorts of things ever happened. Of course they happened somewhere sometime. Everything has happened somewhere sometime. The question was if they were common. The answer to that question is that they aren’t common. Mathematicians are not in general colorful eccentrics. If anything, they’re a little boring and average.
I strongly suspect that math/physics people writing on transparent surface is one of those devices beloved of directors of cinematography that has little bearing on reality. To a film person, it solves the problem of how to capture the face of the person writing, and show how intent they are in the throes of genius inspiration. Who cares if the writing even makes sense. Other such reality-disconnected TV & movie devices I’ve noticed that come to mind:
-the CSI police flashlight, necessary even when the sun is so bright everyone is wearing sunglasses.
-continuous and excessive slide racking and hammer cocking on any firearm taken out as a means of providing emphasis.
-on a related note, 80’s and 90’s military movies with a situation room / high-tech-command-center always had a guy wearing a headset or carrying a clip board updating some sort of display by writing on a transparent map / radar-like screen
I’m sure you could come up with dozens of others.
But Peins is! They were presenting a Dutch village to each other.
Well, in Mathematics, these are known as ‘graduate students’.