So I kind of got this working, manually at least.

Steps
- Copy the path to your vault:
C:\Users\arcan\Dropbox\Gaming\Ultimate System\Holy War\Holy War - Create a shortcut (on your desktop or somewhere) by going to
Right Click > New Shortcut - Type the new obsidian file protocol and paste your path
obsidian:///C:\Users\arcan\Dropbox\Gaming\Ultimate System\Holy War\Holy War - Drag your new shortcut to the taskbar. It should say
Pin to Obsidian. - You should now see that shortcut in the Jump List for Obsidian.
I do still wish that these would be added automatically from my Recent Vaults list though.