Fourier transform infrared (FTIR) absorption spectroscopy of cold molecules and clusters in supersonic slit jet expansions complements and extends more sensitive action spectroscopy techniques and provides important reference data for the latter. We describe how its major drawback, large substance and carrier gas consumption, can be alleviated by one to two orders of magnitude via direct and continuous recycling of the gas mixture. This is achieved by a combination of dry rotary lobe and screw pump compression. The signal-to-noise ratio is boosted by the established buffered giant gas pulse technique with full interferogram synchronization. The buildup of water impurities typically limits the recycling gain, but is turned into a feature for the study of hydrate complexes of volatile molecules. Continuous operation with a single gas filling over several days becomes practical and useful. Decadic absorbances in the low ppm range are detectable and the mid infrared range can be recorded simultaneously with the near infrared. The less straightforward hydration number assignment of spectral features in direct absorption spectroscopy is supported by a gradual water buildup at a rate of less than 0.5 mg/h. A recent reassignment proposal for the water dimer OH stretching spectrum is refuted and vibrational spectra of vacuum-isolated 18O-water clusters are presented for the first time. Methanol docking on asymmetric ketones is used to illustrate the advantages and limitations of the recycling concept. Previous assignments of the hydrate complex of 1-phenylethanol are confirmed. Additional features of the setup await testing and refinement, but the recycling technique already substantially widens the applicability of direct absorption spectroscopy of neutral molecular clusters. It may be attractive for other high-throughput jet spectrometers.