Annotating PDFs was long a difficult enterprise on any operating system. In Windows, it used to require an expensive copy of Adobe Acrobat Pro; in Linux, the glorious PDFtk tool has long been around for basic page reorganization tasks, but on-page editing has remained a real headache. I need this functionality particularly to correct digitally submitted student work.
Recently I discovered Xournal++, which does nearly everything I need it to, and then some, on all the major platforms. It is actually intended for notetaking using tablets, but I use it on my laptop and simply add coloured text fields around the content of existing PDF files. It stores a metadata file, so you can return to edit your document later; when done, simply export a second PDF file to return to your student.
The main feature I have not yet been able to find is word processor-type text formatting (cursive; smart quotes). This would be helpful to have when correcting students’ mechanics. Amazingly, it does allow for TeX math input.