I'm not sure if this is what you are looking for but when you are in your project in the project portfolio you can add a column called Issue Link. When you create a new entry this field will be blank. When you clink this field for the new item you have just created you'll see an option to create a JIRA item to the Agile project. If you do this and new item will be created in the Agile project and the items will be automatically linked.
To see this feature in action check out our recent dependencies demo here: https://www.youtube.com/watch?v=eQu5VsUqyZA Keeping on top of your dependencies is a key part of ensuring project success....
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