I would write it to cash also, but probably you can also write it to yourself. I don’t see why not? I am not sure. Ask the bank I guess. If you write it to cash and you lose it anyone can cash it, so don’t write it until you are ready to cash it.
@Darth_Algar and @chyna are correct. In pre-ATM days it was a way of getting cash and it still works, though it’s been years since I did it. If I recall correctly, you have to cash it at your own bank unless a merchant knows you really well. You also have to endorse it and of course have proper i.d.
@pachy The only way to cash any check is at your own bank or the bank the check is from, which in this case of course would be the person’s own bank. Unless you go to one if those check cashing stores.