These english translations ending in ´of.´ are grammatically very poor if not incorrect. The french ´dont´ should be translated as ´of which´ instead of ´that´, i.e. This is a recipe of which I´m very proud.
They are not grammatically incorrect, they're just a little less formal, and that's what most people would use in everyday conversations.
I agree, at least the other version should be on offer. I'm not a native speaker of English, so I find it hard to break such rules, even though I know they are not always observed by native speakers.
"It's a recipe of which I am very proud." - marked incorrrect Jan 2022. Reported.