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That's correct. Don't lose your keys :)

That is the point. Is there an other way to do that with a 3 party like steemconnect on hive?
I do not like to give my owner key direct away and with steemconnect I had the best peace of mind feeling when doing that.
Thank you.

That's my question exactly. I would like to do it in a safe way with steemconnect or hive keychain, but I am not entering it on any website.

I'm currently working on a beempy update that allows it to change the recoveryaccount without python knowledge :).

I don't know that but I deem it rather likely that it works with vessel as well. Also, if you know a bit of python you could use @holger80's beem to achieve what you want. Using beem probably is the "safest" way if you know what you are doing but also requires the most knowledge and can go horribly wrong if you don't know what you're doing.