You could manually open the Reminders app and type “Remember SMS.” If that's not what you mean you'll have to better explain what you are trying to do.
I don't know of another way. If speaking aloud is the issue you can enable "Type to Siri"…but that is a system-wide change and has to be switched off to re-enable speaking to Siri.
With "Type to Siri" enabled I think you'd have to type "Remember this sms" in Siri. You can always create a text replacement to shorten it.
That is the point of the ability. To ask Siri to remind you. As the last poster said, you can enable type to text with Siri, but that would take more time than just asking her.