Not ideal, but a solution I came up with is:
Create a folder, anywhere - call it something short.
Create a shortcut to your files in it.
Right click the taskbar and click Toolbars > New toolbar
Locate and select the folder.
You should now see the folder on the taskbar with your item, ready to click.
As you said, You can just pin it - as to why it is empty, it sounds like a bug as I do not get this. Perhaps you should try opening the file, adding something like a space to the start, saving then removing the space and saving again. This should make it appear in the recent list. Right click and do properties to make sure that it is the correct object (date/time) and then pin it as it should be the correct version.