You can be coerced with paper and pencil too.
In Sicily mafia gives you a voting paper with a predrawn X on the candidate they want, and you must come out with a clean voting paper so they are sure you did leave the pre-voted one.
In the UK, you are handed a ballot paper in the voting room by an official immediately before you go to the polling booth; the ballot paper has an official mark on it, meaning no pre-printed or duplicate ballot papers are possible.
This makes the attack you described impossible (short of having every official in the voting room being corrupt).
Isn’t it still possible for the voter to not cast this ballot paper and bring it to the coercer who waits outside? Then the coercer fill this ballot and ask the next voter to cast it and bring back a blank ballot paper?