I wouldn't see anything wrong with recommending behaviorally-based interventions/treatments/etc., such as exercise. In my case, I just make sure to always state something similar to, "if medically appropriate" and encourage the patient to check with their PCP. With medications, I've never and likely will never recommend specific medications, unless I somehow, some way end up prescribing. I may state something like, "research indicates use of XX in the case of YY condition is associated with ZZ results" and encourage the patient to then follow-up with their medical provider(s). But that's as far as I go.
I've never recommended a specific supplement, primarily because I've yet to see a solid enough evidence base for most of what might be relevant. I also agree with the above that it could be seen as skirting the lines of your scope of practice, even if supplements aren't controlled. If I were to recommend a supplement, I'd likely do so in the way I mentioned above RE: medications (e.g., "research indicates use of..."), and would always recommend they check first with their medical provider(s), particularly for potential interactions with any medications they're taking or conditions they have.