Taxonomy terms with edit/filter link in wp-admin, in the list of custom posts

It doesn’t have it wrapped inside a function you can use, but the following will work:

$taxonomy = 'my-taxonomy';
$taxonomy_object = get_taxonomy( $taxonomy );
$object_type = get_post_type($post_id);

if ( $terms = get_the_terms( $post_id, $taxonomy ) ) {
      $out = array();
      foreach ( $terms as $t ) {
           $posts_in_term_qv = array();
           $posts_in_term_qv['post_type'] = $object_type;

           if ( $taxonomy_object->query_var ) {
                 $posts_in_term_qv[ $taxonomy_object->query_var ] = $t->slug;
           } else {
                 $posts_in_term_qv['taxonomy'] = $taxonomy;
                 $posts_in_term_qv['term'] = $t->slug;
           }

           $out[] = sprintf( '<a href="https://wordpress.stackexchange.com/questions/72677/%s">%s</a>',
                    esc_url( add_query_arg( $posts_in_term_qv, 'edit.php' ) ),
                    esc_html( sanitize_term_field( 'name', $t->name, $t->term_id, $taxonomy, 'display' ) )
                 );
        }

      /* translators: used between list items, there is a space after the comma */
       echo join( __( ', ' ), $out );
};