If you don't get a code after competing a HIT do you just count your losses and return the hit or just mention it in the code box and submit it anyway?
I wouldn't mention it in the code box, personally. I't submit with my AMT ID in the code box. If there's a comment spot, I'd put that comment there. If there isn't, I'd use 'Contact requester' with the message, "Just completed your study. No code given at the end so, submitted with AMT Worker ID. I have a screenshot of the last page of the HIT, without the code, if that helps. Thanks in advance for preventing this from becoming a rejection. Thanks for being a requester on MTurk. Have a good day!" The reason I don't suggest putting it in the code box is because, if they try to solve their problem by automating the entries in the code box as a list of ID's to approve, they'll have to manually remove the additional stuff in the code box on yours, which could slow or foul the process.
But, always submit. I'd rather have the opportunity to get paid for my time, with the super small risk of a reversible rejection, over making the decision to be guaranteed not to get paid by returning it.