This is my first day looking at the recipes package (so perhaps not the most reliable answer ...).  I had the same question and believe that the following works as required:  
rec <-
    recipe( ~ ., data = airquality) %>%
    step_mutate(
        Ozone = tidyr::replace_na(Ozone, -9999)
    ) %>%
    prep(training = airquality, retain = TRUE)
juice(rec)
Before coming across this method, I also tried creating my own step, which also seems to work, but above is much simpler  ... 
step_nareplace <- 
    function(recipe, 
            ..., 
            role = NA, 
            trained = FALSE,  
            skip = FALSE,
            columns = NULL,
            replace = -9,
            id = rand_id("nareplace")) {
  add_step(
    recipe,
    step_nareplace_new(
      terms = ellipse_check(...),
      role = role,
      trained = trained,
      skip = skip,
      id = id,
      replace = replace,
      columns = columns
    )
  )
}
step_nareplace_new <- 
    function(terms, role, trained, skip, id, columns, replace) {
  step(
    subclass = "nareplace",
    terms = terms,
    role = role,
    trained = trained,
    skip = skip,
    id = id,
    columns = columns,
    replace = replace
  )
}
prep.step_nareplace <- function(x, training, info = NULL, ...) {
    col_names <- terms_select(x$terms, info = info)
    step_nareplace_new(
        terms = x$terms,
        role = x$role,
        trained = TRUE,
        skip = x$skip,
        id = x$id,
        columns = col_names,
        replace = x$replace
      )
}
bake.step_nareplace <- function(object, new_data, ...) {
  for (i in  object$columns) {
    if (any(is.na(new_data[, i])))
      new_data[is.na(new_data[, i]), i] <- object$replace
  }
  as_tibble(new_data)
}
print.step_nareplace <-
  function(x, width = max(20, options()$width - 30), ...) {
    cat("Replacing NA values in ", sep = "")
    cat(format_selectors(x$terms, wdth = width))
    cat("\n")
    invisible(x)
  }
tidy.step_nareplace <- function(x, ...) {
  res <- simple_terms(x, ...)
  res$id <- x$id
  res
}
recipe(Ozone ~ ., data = airquality) %>%
   step_nareplace(Ozone, replace = -9999) %>%
   prep(airquality, verbose = FALSE, retain = TRUE) %>%
   juice()