Recursive CTE are really fun to :
- describe algorithms in sql,
- measure sql motor speed.

For the hardest sudoku at hand that I have:
 
'8..........36......7..9.2...5...7.......457.....1...3...1....68..85...1..9....4..'

- my badly written sql takes  about 3'40", (on my windows pc)
- your neater version takes  about 7'20",(on my windows pc)
==> Do you see the same ratio ? I don't catch why yours is slower.

Anyway, SQLite speed is in  the same ballpark as postgresql (9.2.1).
==> Awesome  !

Apparently, the RECURSIVE CTE design stucks all algorithms execution in a
mono-process mode.
==> If someone as a solution to make this sudoku algorithm parallelized  on
SQL, I would be VERY interested to read his trick.
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