On the full history page (opera://history), you can right-click an entry and choose "add link to bookmarks". It will automatically add the bookmark to the bookmark folder you saved to last. And, it will automatically use a name for the bookmark based on the time, domain, title, and query string etc. of the entry so that the bookmark has a unique name. And, if you right-click on a history entry that's already been added as a bookmark, the menu will show a "remove" option to un-bookmark it.
Perhaps items in the history panel could have that option too.
As for dragging, if you drag down on a link on the opera://history page, drag it till its over the bookmarks panel so that it shows, and continue dragging till it's over a bookmark folder (where the folder is then highlighted), and release, the entry will be bookmarked (with no time info for the name though). It just doesn't work from the history panel, which would be nice.