The solution that works for Sphinx is to prefix the reference with ~.

Per the Sphinx documentation on Cross-referencing Syntax,

If you prefix the content with ~, the link text will only be the last component of the target. For example, :py:meth:`~Queue.Queue.get` will refer to Queue.Queue.get but only display get as the link text.

So the answer is:

class MyClass():
    def foo(self):
        print 'foo'
    def bar(self):
        """This method does the same as :func:`~mymodule.MyClass.foo`"""
        print 'foo'

This results in an HTML looking like this : This method does the same as foo(), and foo() is a link.

However, note that this may not display in Spyder as a link.

If you're using sphinx to generate your documentation

""" 

`here <url>`__

"""

in your docstrings should be parsed properly.

Since this is a Google-style docstring, and I suppose mkdocstrings-python/Griffe was configured to parse it as such, the blocks of text are converted from Markdown to HTML separately, which explains why the reference [1] fails.

To fix this, you must put the reference link in the same text block as where it's referenced:

def function_with_types_in_docstring(param1, param2):
    """Example function with types documented in the docstring.

    PEP 484 type
    annotations are supported. If attribute, parameter, and return types
    are annotated according to [PEP 484][1], they do not need to be
    included in the docstring:

    [1]: https://www.python.org/dev/peps/pep-0484/

    Args:
        param1 (int): The first parameter.
        param2 (str): The second parameter.

    Returns:
        (bool): The return value. True for success, False otherwise.
    """