I defined a sequence $L_k$ as the limit of a sequence of "hyperharmonic" series in this question.
I was surprised to find that $L_3=(\sqrt{13+4\sqrt2}-1)/2$, but was unable to find a representation for any $k>3$.
Does there exist a closed form for $L_k$ for any $k>3$?
Definition:
Let $H_k^{-1}=1$ for every positive integer $k$, and
$$H_k^r=\sum_{n=1}^k\left(\sum_{m=1}^nH_m^{r-1}\right)^{-1}$$
for every positive integer $k$ and non-negative integer $r$, so that $$H_k^0=\sum_{n=1}^k\dfrac1n$$ coincides with the usual definition of the $k$th harmonic number. I defined
$$L_k=\lim_{r\to\infty}H_k^r$$
Clearly $L_1=1$, it can be deduced from the continued fraction for $\sqrt2$ and the above definitions that $L_2=\sqrt2$, and I found the above value for $L_3$ with the use of high precision floating point.
Edit: I guess it's obvious that $L_k$ satisfies
$$L_k=\sum_{n=1}^k\left(\sum_{m=1}^nL_m\right)^{-1}$$
but I don't know how to apply this to calculating $L_k$. Wolfram Alpha was able to give me a hideous expression for
$L_4={\small-\dfrac{5+3\sqrt2+\sqrt{13+4\sqrt2}+\sqrt{26+8\sqrt2}-\sqrt2(361+178\sqrt2+51 \sqrt{13+4\sqrt2}+64\sqrt{26+8\sqrt2})}{2(1+2\sqrt2+\sqrt{13+4\sqrt2})}}$
Edit: I'm not so sure of this last sum. I believe I was given a correct result by Wolfram Alpha, but I think I might've made an error in transcription. Unfortunately I'm having a hard time getting the result again.
I put the simpler formula $L_k=\dfrac1{L_k-L_{k-1}}-\dfrac1{L_{k-1}-L_{k-2}}$ into Wolfram Alpha and it gave me the recurrence
$${\scriptsize L_k=\dfrac{L_{k-1}^2-L_{k-1}L_{k-2}+\sqrt{L_{k-1}^4-2L_{k-1}^3L_{k-2}+L_{k-1}^2L_{k-2}^2+6L_{k-1}^2-10L_{k-1}L_{k-2}+4L_{k-2}^2+1}-1}{2(L_{k-1}-L_{k-2})}}$$
which seems to work.
Consider $U_n := \sum_{k\leq n}L_k$ which is a simpler object. It forms an increasing sequence, and from your recurrence relation, $$ U_n - U_{n-1} = \sum_{j\leq n} 1/U_j.$$ Assume that $(L_k)$ is bounded, say by $C>0$. Then $U_n \leq Cn$, and $$ L_k = \sum_{j\leq k} 1/U_j \geq (\log k)/C $$ which is a contradiction as $k\to\infty$. You can probably tweak this to an asymptotic formula for $L_k$.