All three are correct. "Document No." is the most formal and professional (in the U.S.). It's what we used when I worked for the court. You will also see "Document no." but slightly less often. I only use # in informal writing or text messages.

Document no. and Document # are both okay. I wouldn't use Document No. I usually use # when typing because it is faster. For example: "Step 1 - open document #1"

The correct form is "Document number"

All of the above!