If anyone needs something similar for Windows, use https://gist.github.com/arnehormann/5975783 and put all shortcuts with a folder into the quickstart part of the taskbar. The hta file I link to is html with visual basic instead of JS - executable on click, pretty compact, shows a dialog. Don't know if this breaks in later Win versions though, I wrote this some years ago and it worked fine in Vista...
Maybe I should have upgraded before switching to OS X :)
My approach still has one advantage: I have 60 user/server combinations and can order them by user/rack/whatever by using subfolders.
And it's possible to assign custom icons, which I never did...