This way MkDocs will be able to report errors for broken links

Done with:

perl -0777 -i -pe \
's@(?<!!)\[([^\]]*)\]\((?!https?://)(?!mailto:)(/(?:(?:(?:/(?![\)#]))|[^/)#])(?!.md))+)/?(#[^)]*)?\)@[$1]($2.md$3)@gm' \
`find . -name '*.md'`

Not adding internal redirects because these pages are so new.

Based on discussion here:
https://github.com/civicrm/civicrm-dev-docs/pull/189