Of course Jorah will recognise Tyrion... the Mormont's are, or at least were, a pretty big deal in Westeros and everyone's heard of "The Demon Monkey of Lannister" - if nothing else, he can assume that Tyrion is either a) Worth an assload of reward if returned to Cersei (if he knows about the bounty) or b) Worth an assload of reward/leverage as a hostage (if he doesn't know).

My guess is he'll take him to Dany to be used as a bargaining chip... but he'll prove himself more useful.