It's possible, you copy the post id and put a number in front of it, like the following:
However, it doesn't autoformat to a link (unfortunately). To do that you need to do regular links. IE: [link](#43294288@startrek.website) which produces this link
Edit: Damn it, messed this up, just a sec let me read some more.
Looks like it's simply not possible. There's open github cases around this and this particular feature was just dropped. Shame, I'd have liked the #postId@site format.
It's pretty rare that anyone does that. The only cases I'm aware of is someone doing a protest.
Ima bet poison then burning the body.