I believe the devs have said they're working on making that work more automatically. Like having it happen as soon as a user clicks a link to it for the first time on your server. And also making links to communities outside your home instance automatically be changed so that it keeps you on your instance where you're logged in.

For example right now if someone on BeeHaw.org clicks https://lemmy.ml/c/memes, it'll take them to lemmy.ml where they're not logged in. They should add /c/ tags like /r/ on reddit, and when someone on BeeHaw clicks something like /c/memes@lemmy.ml, it should take them to beehaw.org/c/memes@lemmy.ml so they can stay signed in and comment/vote/post. You can do this manually right now by creating a link like so:

[/c/memes@lemmy.ml](/c/memes@lemmy.ml)