Does Mozillas CSP block to execute Javascript from a bookmark by default?
Can it be configured to do so?
As of 2017, the answer is still a definitive "maybe" - just like when this answer was originally posted in 2011. The specification clearly says:
Policy enforced on a resource SHOULD NOT interfere with the operation of user-agent features like addons, extensions, or bookmarklets.
And this is indeed the behavior I see in Chrome 61: a bookmarklet will run on https://addons.mozilla.org/, a site that has a strict content security policy without script-src: 'unsafe-inline'. Yet in Firefox 56 bookmarklets won't run on this website and a CSP violation is being reported.
There is a very long discussion on this issue in the Firefox bug report, in particular linking to a similar discussion on the W3C spec. So as of now, you cannot really rely on bookmarklets being unaffected by CSP. You can always disable CSP altogether, but that's one important protection layer less for you.