Need help? Check out Spotify Answers for solutions to a wide range of topics.
The option to save, bookmark or add an individual podcast show to a playlist would be nice to have. I'm actually somewhat surprised that this functionality isn't available.
Updated on 2019-09-06
Thanks for adding your votes to this idea.
It's now possible to add Podcasts to playlists on iOS and Android. Just head to a podcast, click the three dots on the episode you want and select 'Add to Playlist'.