I'm on OS X and I want my bookmarklets to have favicons. I already found two articles but they didn't help much:
http://www.tapper-ware.net/blog/?p=97#comment-2076 It's a great article but as I understand it this doesn't seem to work for Chrome 🙁
The problem with this tipp is – if I'm wrong, then please correct me – that after I cleaned the history, the cache, etc. the whole thing will be gone again.
If there is a chance to modify the bookmarklets by hosting them myself I'd instantly do it, but I found no solution so far.