I used to tap on the header, and a link icon would appear on the left of it that I could then grab the link from, but it no longer does that. Tapping on the gap doesn’t seem to do anything?
Edit: I spoke too soon. 
I’m with you now. Long-pressing on the gap does the job. 
I was waiting for a link icon to show up. Thank you.
My only issue with the auto-one is that adding another header in later throws of the header numbers in the existing links, so you need to be careful if it’s a document that’s prone to additions/deletions.