As I reall, this is possible with Self Service (assigning labels, tags to Bookmarks).
Solution Architect | Delphix Blackbelt
M:+905334112490 | Skype: rahim.cetinel
I would suggest checking Delphix API documentation.
Specific to your question about creating bookmarks in Self Service, this page is the exact place to start: https://docs.delphix.com/docs53/reference/web-service-api-guide/api-cookbook-common-tasks-workflows-and-examples/api-cookbook-create-a-bookmark-in-delphix-self-service