For a link, why do you want this on a dashboard when it's already available as "My Work" on the navigation menu? Building your own means additional time/cost for development/maintenance/testing, etc. Not value add time in my book
If you want just a number of breached SLAs or incidents assigned to that person, whatever - you can use a Score type report. It just has a number that you can click and be taken to the records. Here's an example:
For the classic reporting engine, you click the gear next to the report type
For the new UI on the report engine, it's under the Style section
