Yes you do. They are in fact Tests and the same rule applies.
In Game Concepts, Make a Test section it says that ever time you roll dice to resolve an action, these are called Action Dice and this is called Rolling a Test. Every time you roll Action Dice you get a Bonus dice on rolling a maximum.
Recovery Rolls are in fact Recovery Tests in the same section and see in the Combat Section under Recovering from Damage.
Damage Roll are called Damage Tests see in the Combat Section, Making a Damage Test.
Spell and Talent Effects are sometimes things like Willforce or Charisma, using a Talent, Skill or Attribute is always a Test. And hence in these case it is also true.
In fact just about any time you roll dice it is a Test and the bonus rule applies.