I know you are only kidding, Ag, but it is an interesting question. In my quick look, it appears that weekend breaks are not recesses, but that the four day weekends Congress often takes involve a recess on Thursday, so technically, yeah, I guess so. The question could be genuinely important in the case of a intrasession recess, buit is not implicated in the current intersession recess. If this nonsence actually got before the Supreme Court, and if they decided that it was justiable and not a political question, I suspect that they would take a practical "oh come on now" approach and say that weekends are not a recess from non-pro forma work days, but that holiday breaks and intercessional breaks are recesses within the terms of the recess appointment clause.
Honestly, if we get past the gamesmanship, the more serious question is whether Cordray will have any power under Dodd Frank, as the legislation says that the director must be " confirmed by the Senate." The question will be whether that phrase was intended as a restiction upon his powers, or an invocation of the Constitutional perogative of the Senate to approve appointees. If the former, he cannot act. If the latter, he can act through the end of the next term of Congress under Constitutional principles. Interesting stuff.