I have recently build a feature for Kibana 6.1.4, where you can add a dashboard link to the panel header.
When you add a link the panel title becomes clickable and opens the linked dashboard. It's a pretty simple feature, but I think it's more user friendly than storing your links in the markdown visualisation somewhere on the dashboard (like: you want more infomation to the visualized data? Just click the title and get to the details dashboard).
I was thinking about making a pull request to get this little function into the master branch of kibana, but first I wanted to ask here if there are any other people who want this function in kibana?