You can use the “…” menu on any Microsoft Teams channel message to link the selected message to a Jira issue. This is basically a standalone version of the function that’s also included in creating new issues or adding comments.
This will bring up a new dialog where you select the issue you want to link.
If you selected a reply of a conversation thread, you will be able to choose if you want to link the whole thread or only the selected message. Linking only the selected message will hide previous replies and the main message in Jira.
You can also choose who should be notified of this new link.