Link to PRs when creating changelog

scripts/merge_changelogs.sh

@@ -12,7 +12,7 @@ echo_changelog() {
     echo "${1}"
     # skip the template and release notes files
     grep -i "${2}" .unreleased/* | \
-        cut -d: -f3- | sort | uniq | sed -e 's/^[[:space:]]*//' -e 's/^/* /'
+        cut -d: -f3- | sort | uniq | sed -e 's/^[[:space:]]*//' -e 's/^/* /' -e 's!#\([0-9]\+\)![#\1](https://github.com/timescale/timescaledb/pull/\1)!'
     echo
 }