Instead of clicking "proceed to website" on Steam's link filter, this Userscript automatically redirects you.

Steam's Link Filter Auto-Continue

// ==UserScript==
// @name			  Steam Link Filter Auto-Continue
// @namespace		https://steamcommunity.com/linkfilter/
// @description	Bypass Steam's Link Filter anti-feature.
// @include     https://steamcommunity.com/linkfilter/*
// @include     http://steamcommunity.com/linkfilter/*
// @grant       none
// @run-at 			document-start
// ==/UserScript==

var len = document.URL.substr(0, 5) == "https" ? 43 : 42;
window.location.href = document.URL.substr(len, document.URL.length - len);