When Jira issue is created based on Monday item then Monday item has Jira link displayed in one of the columns. It would be good to have link to the Monday item also under the Jira issue too (as web link for instance). This link could also be added when Jira Integration would create a Monday item based on Jira issue.
Hi Silver 
Just wanted to let you know, that we have developed a platform to integrate Jira, and Monday in a way that you described. So links are added to both Jira, and Monday tickets.
The tool is called getint.io jira monday integration.
There is a 30 days free trial if you would like to try it out.
best,
Jacek (Co-Founder)