If you are developing in java using the bitcoinj library, they have a mechanism in place to do it without downloading the full block chain. They just download the header lightweight simplified payment verification (SPV) mode. Maybe you can try that.This is the link.

    SendRequest req;
    Transaction transaction = null;

   transaction = new Transaction(networkParameters);

   // the following statement will help to create an OP_RETURN with "Test" as the message
   transaction.addOutput(Coin.ZERO, ScriptBuilder.createOpReturnScript("Test".toString().getBytes()));
   req = SendRequest.forTx(transaction);