how to filter each tag item?

On the top of my head there are two easy ways to go about this problem, first is to use the get_the_tags() function to manually loop the tags to easily insert the hashtags.

$tags = get_the_tags();

if ( $tags ) {
    foreach ( $tags as $tag ) {
    ?>
        <a href="https://wordpress.stackexchange.com/questions/225250/<?php echo get_tag_link( $tag->id ); ?>">
            <?php echo '#' . $tag->name . ', '; ?>
        </a>

    <?php
    }
}

Another way to do it, but will give you less customisation options is straight up using the the_tags() function. Here is an example.

the_tags( 'Tagged in: #', ', #' );

The first parameter is what will show before the loop starts, so here you will need to insert the first #, the second parameter is what will loop after every tag is being output.

You can read up on the functions here:
https://codex.wordpress.org/Function_Reference/get_the_tags
https://codex.wordpress.org/Function_Reference/the_tags

Hope this helped and good luck!