Even if you have Settings > Files and links → Use [[Wikilinks]] disabled, you can still use the auto-suggester by typing [[ for suggestions → arrow to or type the partial note note → # or ^ → arrow to the heading/block → enter, and a proper Markdown link (spaces encoded as %20 if necessary) will be created.
You’ll need to go back and change the display text if it’s not to your liking, but that works.