Yup, the tap&hold pop-up item 'save link as...' works quite well. No images though, just text and formatting are saved. And if the extension of the page is something like .stm or .php, tapping the file later will only bring an error message. Using a third-party explorer (TotalCommander, Resco...) to rename the extension to .htm or .html should repair this so as to have them open in Pocket IE.
The PIEPlus (I think) and MultiIE plugins for PIE offer saving currently open pages. MultiIE's saving is sometimes buggy though, saving only junk code.