For things you need to always run Grease Monkey seems like a prime choice. You could have your script run automatically for every visit to a nebula page.
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.
Unless the bookmarklet updates itself by loading code from another URL. This is blocked by some websites but not all.