It's not the bookmarklets that OP is warning about, it's the risk that the GreaseMonkey extension itself becomes compromised. Basically, it's good browser hygiene to keep the number of extensions you have installed to an absolute minimum.

A bookmarklet alone isn't so much a concern, both because it doesn't run automatically on all pages (only when clicked) and because, as you note, you can usually pretty easily audit what you add and you don't get automatic updates.