There's a third-party solution that generally works: you can create a "recipe" at IFTTT which adds to Pocket whatever you Share on Facebook timeline. Or simply "Use" this recipe which does exactly that: https://ifttt.com/recipes/98028
If you choose to share everything for "Only me" (and if you don't Share anything else on your timeline on Facebook), it does the trick.
The known issues so far are:
- private posts are titled "Facebook login" in Pocket
- you need to remember to choose "Only me" first time, and every time you choose to share with friends (and the next time you choose to save privately)
- when you "save" a link shared by someone else, their own comments to the link don't appear on Pocket
Alternatively and for future, make sure to vote for Foursquare-Pocket integration promised by Zapier.