I did this a few years back while bored at school, and it has actually been surprisingly useful.

I find the easiest and quickest way is to try to write the number in a way that makes it look like the letter; eg for H imagine drawing two lines above and below to make it look like an LCD 8. Using this I thoroughly memorized the letters' numbers in about 15 minutes. You'd need to periodically rememorize to keep the numbers fresh, though.