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Credit once again goes to mlp-headcanons.tumblr.com

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QueenCold
Non-Fungible Trixie -
The Power of Love - Given to a publicly verified artist with an image under their artist’s tag that has reached 1000 upvotes
Wallet After Summer Sale -
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A Really Classy Artist - 250+ images under their artist tag
An Artist Who Rocks - 100+ images under their artist tag
Artist -
The End wasn't The End - Found a new home after the great exodus of 2012

@Spiked Punch  
The incident in Griffon The Brush Off is indeed confusing, but I personally don’t let it count for two reasons:
 
  1. It was just a gag. Sometimes certain ‘certainties’ in MLP are discarded for the sake of a joke. Just look at ‘singing’ Sweetie Belle in Sleepless In Ponyville, or incompetent Spike in Spike At Your Service.
     
  2. Griffon The Brush Off was a very early episode and certain things may not have been established yet. Another example of this is Rainbow Dash’ house. They had rainbows cascading off of it, but that was before they made Sonic Rainboom, the episode that established how rainbows were made. A better example of this is how we had never heard of Shining Armor before.
Spiked Punch

I also go by Faust’s canon until the story proves otherwise.
 
However, the one thing I can’t get is why sometimes it works, and sometimes it doesn’t. When Pinkie and Dash pranked him with the thundercloud, he had hiccups and they were sending the scrolls to the princess even though they are obviously involuntary…yet in “Owl’s Well that Ends Well” he accidentally sneezed on a book and just incinerated it.
 
That leads me to think that the object in question probably needs some kind of “setup” so it will be teleported by his flames instead of burned.
 
Its possible the scrolls Celestia and Twilight use have been magically enchanted (probably by Celestia herself) to react that way to fire, instead of burning away. In that sense, Spike probably used a piece of one of those scrolls to write his “dragon code” card, which he burped “in and out” during “Spike at your Service”. That’s just my opinion though.
Rostam
The End wasn't The End - Found a new home after the great exodus of 2012

@Gregorius  
well according to the official MLP youtube promo,it said that spike has magical fire to begin with and (implied he has to learn the mysterious magic through adventures and hijinx)
 
and according to Faust, Celestia help him unlock some of that magic
Gregorius
Pixel Perfection - Hot Pockets Spotted
Solar Supporter - Fought against the New Lunar Republic rebellion on the side of the Solar Deity (April Fools 2023).
Non-Fungible Trixie -
Wallet After Summer Sale -

Self-Insert(ing) c. 2011
See, now this is a headcanon I can get behind.
 
I prefer to think of it like this: the name of the recipient of the letter scroll is like a set of coordinates, and the dragon works sort of like a telegraph or an electronic mail server in the sense that it can both send and receive messages from only one of a few given sources that you initially connect it to at the time. When a name is written in the top of the letter (i.e.: “Dear Twilight Sparkle…”), it’s no different than writing an e-mail and addressing it to, say… “twilight.sparkleponyvillepubliclibrary.com". It knows exactly where to go because you've already predetermined the destination of the letter, and it will only ever be received by that one source. At the same time, Twilight could get the letter and respond in real-time by addressing a new letter back to somepony by the alias of "solar.sovereigncanterlot.net” (aka Celestia), but it would be completely impossible for either of them to send a letter to Pinkie Pie because there’s no way to establish a connection to her, and any message addressed to her will just flat out be lost unless she somehow gets her own way to connect to others… in this case, by way of a magically-hatched dragon. But therein lies another problem…
 
…Spike, being hatched by Twilight Sparkle by way of her magic, is permanently bonded to Twilight via magic… thus, naturally-born dragons can never be born with or learn this ability. At the same time, creatures without magic can’t ever get access to these receivers because they require something they can’t possibly own—magic. Even if Pinkie or Fluttershy by some miracle hatched their own dragons from eggs, they wouldn’t have the ability to send or receive letters to other ponies across Equestria because it’s a magically-infused ability that, like an e-mail, has a distinct and unique signature.
 
In layman’s terms: dragons are computers, magic is the equivalent of a broadband Internet connection, and hatching a dragon via magical means is like signing up for a new e-mail account.
viamont

personally i tink thats actually magic, dragons are known to be creatures well balanced on most cases; brutal strenght, heavy resistance to most stuff, highly inteligent and even capable of magic, so personally i tink its more of spikes natural magic talent put to good use by celestia who taught him how to tap a little bit on his own magic
Ripple_Shine
The End wasn't The End - Found a new home after the great exodus of 2012

My head-canon is that the scrolls are enchanted to travel back and forth between princess Celestia & Twilight, by way of Spike, whenever they’re incinerated.