You can only add Bookmarks to things that are on your Bookshelf. Unless the recipe is one of those that has an online link, which allows it to be added to your Bookshelf by itself, you do have to add the book it's in to your Bookshelf in order to be able to apply a Bookmark.
Some workarounds:
1 - Have books on your EYB Bookshelf that aren't on your IRL bookshelf, and have fun with it. This starts with adding a Bookmark to all the books you actually own/have ready access to -- so that recipe searches can be most productive. That done, you're free to create other Bookmarks: wishlists, records of cookbooks given to others as gifts, "curricula" of books for specialized kinds of cooking, books you used to own... even 'had to add in order to save one dang recipe'. This virtual Bookshelf-padding may mislead members who take a look at your Bookshelf, but hey, caveat lector.
2 - Create and keep a text file (or add a section to an existing one) to record the URL of the clipped recipe, along with the name &/or source:
Tagliata for two (from Nigelissima) http://www.eatyourbooks..../929531/tagliata-for-two