It is possible in OnDemand to link an JIRA issue to a certain page in Confluence by hitting "more actions">"link".
However, if the name of the page contains a colon, which in the URL will be translated to %3A, an error occurs.

Workaround
Change the %3A in the URL to the colon character and link them thereafter, but the app should be able to handle this without changing the URL.