Is it appropriate to give your supervisor an early thesis draft that has informal self-addressed notes?
I would suggest that yes, you should feel comfortable doing that, particularly if this is an early draft. My rationale is simply that, with large documents like this one, the more feedback you can get, the better. The notes show that you've given thought to what should be where and recognize that it's not complete, and will demonstrate that you're thinking that sort of thing through. To that extent point, your own recommendation is spot on; add as many "diagram X should be here" notes as you can, simply to save him from having to add that comment himself.

That said, if your advisor is a very finicky person who wants the drafts to be picture-perfect (yes, those people definitely exist), then don't do this, as you'll just make him annoyed.



Post-edit addition: I would suggest this is entirely dependent on the temperament of your advisor. Personally, I love humor, so as long as you mentioned in your email that the comments are tongue-in-cheek, I would find that entertaining. If he's a stick-in-the-mud, he won't like it. Its really just dependent on his sense of humor.