When a merge commit message from a pull request is displayed in Bamboo, the pull request number should link to the pull request in Stash. For example, Stash will use the following commit message for the merge:

Merge pull request #1234 in <REPO> from <BRANCH> to <BRANCH>...

The #1234 part of the commit message should link to the appropriate pull request inside of Stash. This should work in a similar way that the JIRA issue key is linked back to JIRA.