Install fzf:
choco install fzf
Add following line to %conemubasedir%\clink\profile\clink_inputrc:
C-r: "\C-e \C-u @set \"MY_CLINK_LAST=\C-y\"\C-j @for /f \"usebackq tokens=1 delims=\" %i in (`type \"%conemubasedir%\\clink\\profile\\.history\" ^| fzf --tac --prompt \"Choose history: \" --no-sort -0 -1 --query=\"\C-y\C-h\"`) do @set \"MY_CLINK_LAST=%i \"\C-j%MY_CLINK_LAST%\M-\C-e\C-h"