A recipe is a film simulation plus about a dozen settings: dynamic range, white balance and its shift, highlight, shadow, colour, grain and the rest. You could dial them in every time. Instead, save the recipe to one of the camera's seven custom settings, C1 to C7, and switch looks from the Q menu in a second.
The menu names below are from recent X bodies (X-Trans IV and V). Older cameras work the same way with slightly different wording. Fujifilm's online manual for your body has the exact path.
1. Pick a slot
Press MENU, open IMAGE QUALITY SETTING and choose EDIT/SAVE CUSTOM SETTING. You'll see C1 to C7. Pick an empty one, or one you're happy to overwrite.
2. Enter the settings
Choose EDIT/CHECK. It lists everything the slot stores. Go through the recipe line by line: film simulation, grain effect, color chrome effect, color chrome FX blue, white balance with its R and B shift, dynamic range, highlight, shadow, color, sharpness, noise reduction, clarity. Anything the recipe doesn't mention goes to 0 or Off.
If your camera doesn't have a setting the recipe uses, skip that line. The look will be close, not identical. To see what your body has, read film simulations by camera.
There's a second route: set everything up as your normal shooting settings, go back to the slot and choose SAVE CURRENT SETTINGS. Both end in the same place.
3. Name it
EDIT CUSTOM NAME, in the same menu, renames the slot. "C3" means nothing in six months. "Snow" or the recipe's name does, and it's what you'll see when you switch.
4. Switch to it
Press Q. The custom setting is usually the first item on the default layout and shows BASE or the current slot. Select it and turn the rear dial. If you've rearranged your Q menu, the same choice is in IMAGE QUALITY SETTING.
5. Decide about auto update
Newer bodies have AUTO UPDATE CUSTOM SETTING in IMAGE QUALITY SETTING. When it's enabled, anything you change while a slot is active is written straight into that slot. That's handy, and it's also how a recipe drifts after a few shoots. When it's disabled, changed items get a red dot and nothing is saved unless you save it. For recipes, disabled is the safer choice.
What doesn't save
Custom settings store how the camera processes the picture, not your exposure. Aperture, shutter speed and exposure compensation still come from the dials, so when a recipe says "+1/3 to +2/3 exposure compensation", that's advice for you, not something the slot does.
On older bodies, the white balance shift belongs to the white balance mode, not to the slot. On the X-Trans III cameras (X-T2, X-Pro2, X100F and friends) and the X-T3 and X-T30, two slots that both use Auto white balance share one shift. Set C1 to Auto +2R −4B and C2's Auto changes too. From the X-Pro3, X100V and X-T4 on, the shift is saved with the slot. The usual workaround on older cameras: give each recipe a different white balance mode (Auto, Daylight, a Kelvin value) so each keeps its own shift. White balance shift explained has more.
Or skip the menus
Fujigraphy for iPhone does steps 1 to 5 for you. Pick a recipe, connect the camera over USB-C, choose a slot, and the app writes every value. It checks the recipe against your body first, so you know what won't carry over. Find something to load on the recipes page.