Yes, in my current project I've started writing TODO'sat the top of the file of my code.
I'm a big believer in making something work and then start optimising it. But, that doesn't mean you can't start thinking about it. So I've written many TODO tasks in my files that are later reminders to optimise certain sections of code. These TODO's can include links to articles or github repos/snippets online etc.
I use TODO's instead of GIT issues or similar because generally the code is functional and therefore having a single issue for every single optimisation can become a big list. So instead I tend to just use a simpler git issue such as optimise code base/file xxx.
Not sure if any developers will agree with my method but I tend to find it works, as it's not intrusive of specific methods/functions but does provide a thought towards the future of the code base.
tl;dr Yes, I start thinking about optimisation while writing code.