This can be done by referencing the Parent Project using the (#) Hashtag symbol. For example, if you are adding a comment within the discussion panel at the Milestone or Task, you can reference the Parent Project in the following manner...
By the way...I want this comment to be referenced at the #ParentProjectName
The #ParentProjectName would create a object reference link to the Project Discussion board. You should then be able to go to the Project level and see the comment within the discussion board at the Project level.
Note - You may need to refresh the screen to see it.