As for this particular use case, I just did:
1) rightclick on picture in Epiphany, select Save picture, save it somewhere
2) open GIMP
3) Choose File->Open
4) In file selector, just under Search there is "Recently used", click it
5) from few files shown, first is picture I just saved.
And this is on Fedora 8, not even the latest software. We already have solution for this problem, maybe it's not marketed enough?