Sorry. The 1526 edition did NOT have notes. I have a facsimile of the entire edition published by the British Museum. NO NOTES in the 1526 edition.
The 1534 did have notes. A pirated version of the 1534 edition did NOT have notes. But all editions were opposed by More.
Okay, so he didn’t write these?
Also, his contemporaries speak about glosses sewn into the same volume as the New Testament:
In right humble maner I commende me vnto your goode Lordeshippe, Doynge the same tundrestand, that I lately receyued your letters dated at your manor of Lambethe, the xxvj daie of the moneth of Maij. by the whiche I do perceyue that youre grace hath lately goten into your handes all the bokes of the newe testamente translated into Englesshe and pryented beyonde the see aswele those with the gloses ioyned vnto theym as thoder without the gloses,1 by meanes of exchaunge by you made therfore to the somme of lxi]l. ixs. iu]d? (Letter of Richard Nix, Bishop of Norwich, to the Archbishop of Canterbury, June 14, 1527. Printed from Cotton MS. Vitellius B, IX, 117.)