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It is time-consuming even if you know the terms that are defined (for example, in my case with SplinterGlossary - I know all the terms defined since I added them there). After a while of doing this, you pretty much learn which terms are defined and which are not (my case with Leoglossary), and you won't search for terms that aren't defined anymore.

Need to be built into the app to do the search and link automatically.

More people proposed that, including me.