Markdown link with current filter

I just tried this and it worked fine for me. Which version are you running on? Also make sure to just link to the dashboard id without all of the parameters in the url.
If this is your url

http://localhost:5301/app/kibana#/dashboard/1eac8b60-73e9-11ea-a885-a914feebe655?_a=(description:'',filters:!(),fullScreenMode:!f,options:(hidePanelTitles:!f,useMargins:!t),panels:!((embeddableConfig:(),gridData:(h:15,i:fcc540d6-bf64-484e-bf88-2792393f6e0e,w:24,x:0,y:0),id:'3ba638e0-b894-11e8-a6d9-e546fe2bba5f',panelIndex:fcc540d6-bf64-484e-bf88-2792393f6e0e,type:search,version:'8.0.0')),query:(language:kuery,query:''),timeRestore:!f,title:bbb,viewMode:view)&_g=(filters:!(('$state':(store:globalState),meta:(alias:!n,disabled:!f,index:ff959d40-b880-11e8-a6d9-e546fe2bba5f,key:category.keyword,negate:!f,params:(query:'Men!'s%20Clothing'),type:phrase),query:(match_phrase:(category.keyword:'Men!'s%20Clothing')))),refreshInterval:(pause:!t,value:0),time:(from:now-15m,to:now))

just link to

/app/kibana#/dashboard/1eac8b60-73e9-11ea-a885-a914feebe655

otherwise the pinned filters would get overridden by the URL.