Add issue links to changelog

Author: LiamConnors

CHANGELOG.md

@@ -5,8 +5,8 @@ This project adheres to [Semantic Versioning](http://semver.org/).
 ## Unreleased
 
 ### Fixed
-- Fix `TypeError` when using `orjson` to serialize `pandas.NA`.
-- Fix issue where using `category_orders` on `px.pie` raised `ColumnNotFoundError`.
+- Fix `TypeError` when using `orjson` to serialize `pandas.NA` [[#5040](https://github.com/plotly/plotly.py/pull/5040)].
+- Fix issue where using `category_orders` on `px.pie` raised `ColumnNotFoundError` [[#5000](https://github.com/plotly/plotly.py/pull/5000)].
 
 ## [6.0.0] - 2025-01-28