In Drupal 8: Open the overlay and click the + (or -) icon next to a page title to add (or remove) it from the shortcuts. Then look at the shortcuts tab in the toolbar and notice it has not been updated for your changes. This is very confusing. You have to end your overlay session by closing the overlay in order to see it.
This is less noticeable in Drupal 8 than it would be in Drupal 7 because the shortcuts are hidden away where you can't see them, but there are issues open to fix that in Drupal 8. Overall, therefore, seems like a major bug to me.