Do we know any transcendental number for which it is proven that the simple continued-fraction-expansion is bounded?
Here's one for you:
$\begin{align}
\kappa &= \sum^\infty_{n=0}10^{-2^{n}} \\
&= 0.\mathbf{1}\mathbf{1}0\mathbf{1}000\mathbf{1}0000000\mathbf{1}000000000000000\mathbf{1}0000000000000000000000000000000\mathbf{1}\ldots
\end{align}$
$\kappa$ has been proven to be transcendental. And its canonical continued fraction is:
$\left[0; 9, 12, 10, 10, 8, 10, 12, 10, 8, 12, 10, 8, 10, 10, 12, 10, 8, 12, 10, 10, 8, 10, 12, 8, 10, 12, 10, 8, 10, 10, 12, 10, 8, 12, 10, 10, 8, 10, 12, 10, 8, 12, 10, 8, 10, 10, 12, 8, 10, 12, 10, 10, 8, 10, 12, 8, 10, 12, 10, 8, 10, 10, 12, 10, 8, 12, 10, 10, 8, 10, 12, 10, 8, 12, 10, 8, 10, 10, 12, 10, 8, 12, 10, 10, 8, 10, \ldots\right]$
With the exception of the first two terms which are 0 and 9, respectively, $\kappa$'s continued fraction contains no other terms than 8, 10, or 12.
If we write this as $\left[a_0;a_1,a_2,a_3,a_4,a_5,a_6,a_7,a_8,\ldots\right]$, and noting that $\left(\frac{n}{m}\right)$ represents the Jacobi symbol, then we can actually deduce what each term is:
$\forall~n\in\mathbb{Z}_{\geqslant 0},~a_n=\begin{cases}
0 & n=0 \\
8 & n\in\left\{\frac{8m+\left(\frac{-1}{m-1}\right)+1}{2}~:~m\in\mathbb{Z}^{+}\right\} \\
9 & n=1 \\
10 & \text{otherwise} \\
12 & n\equiv 2\left(\operatorname{mod}8\right)\text{or}~7\left(\operatorname{mod}8\right)
\end{cases}$
So there we have it. A transcendental number whose continued fraction has bounded terms. In fact, it is conjectured that all continued fractions that are infinite, bounded in their terms, and not eventually periodic produce transcendental numbers.