Certain deaths (i.e. most HP deaths, but not things like disintegration or sliming) should let you scrawl a bit of player-chosen text in the dirt with your finger which persists in the bones file. This engraving is of blood if your current form has blood, and dust otherwise.

This is slightly technically complicated because the bones file gravestone also stores an engraving and there cannot be two engravings on one space; one solution is to engrave the message on an adjacent square.