Put them in comments on the commit on github. It's better to keep github stuff inside github. Your source code with your git history may move off github one day.

GitHub mentions are good—in the pull request thread you open on GitHub. In commit messages, not so much. The same rule applies for issue references; URLs should be preferred (or at least something like GH-XXXX) to simple hashtag numbers in commit messages, the improvement matters a lot when it does, but you can only get it if you do it from the beginning (Git commits being immutable).