While bookmarklets are a dirty hack around the inflexibility of 'modern' browsers, you can still use them in Uzbl.
The bookmark adding bind and script in the sample Uzbl config/scripts use the currently loaded URI, so unless you have a custom bind/script, you'll need to edit your bookmark file manually, to add the bookmarklet.
(Hint: 'xsel' is a more advanced alternative to 'xclip'.)
Now you can make the script available with something like:
@cbind ;script0! = /path/to/script.js
One last way would be to bind some key(s) to “set uri = <bookmarklet_URI_goes_here>” in Uzbl's configuration, but that would be the dumbest option of all.