This is the way it has been for decades and it's really surprising that it hasn't been built into web browsers after all these years.
So we decided to fix it.
Alt + M, that's it. Every link on any page will be immediately marked. Click the dot, and save.
Your saved links are immediately added to the Mentionitis popup, that lives next to your browser search bar. Clicking on it displays your most recent saves and can be opened with a single click.