Add clickable anchor icons with links in all core/paragraph blocks.

functions.php

<?php

namespace MyPlugin;

add_filter( 'render_block_core/heading', __NAMESPACE__ . '\\add_anchor_icon', 10, 2 );

/**
 * Add clickable anchor icons to all core/paragragh blocks.
 *
 * @param  string  $block_content The block content about to be appended.
 * @param  array   $block         The full block, including name and attributes.
 * @return string  Modified block content.
 */
function add_anchor_icon( $block_content, $block ) {

	// Let's start the content parser.
	$dom = new \DOMDocument('5.0', 'utf-8');

	// Need to force conversion to specific encoding standard to prevent errors.
	$internal_errors = libxml_use_internal_errors( true );
	@$dom->loadHTML( mb_convert_encoding( $block_content, 'HTML-ENTITIES', 'UTF-8' ) );
	libxml_use_internal_errors( $internal_errors );

	// Let's use XPath to find headings.
	$xpath = new \DOMXPath( $dom );

	// Find heading elements.
	$headings = $xpath->query( "//h1|//h2|//h3|//h4|//h5|//h6" );

	// Iterate.
	foreach ( $headings as $heading ) {

		// Get the heading ID.
		$id = $heading->getAttribute('id');

		// Create the link element.
		$link = $dom->createElement( 'a' );

		// Set link attributes (class and href).
		$link->setAttribute( 'class', 'epc-anchor-link' );
		$link->setAttribute( 'href', '#' . esc_attr( $id ) );

		// Define the HTML fragment with the icon.
		$fragment = '<span aria-hidden="true"><svg xmlns="http://www.w3.org/2000/svg" class="epc-anchor-icon" width="24" height="24" viewBox="0 0 24 24" stroke-width="2.5" stroke="var(--wp--preset--color--links)" fill="none" stroke-linecap="round" stroke-linejoin="round"><path stroke="none" d="M0 0h24v24H0z" fill="none"></path><line x1="5" y1="9" x2="19" y2="9"></line><line x1="5" y1="15" x2="19" y2="15"></line><line x1="11" y1="4" x2="7" y2="20"></line><line x1="17" y1="4" x2="13" y2="20"></line></svg></span><span class="epc-visually-hidden">(permalink)</span>';

		// Append the fragment to the link element.
		$append = $dom->createDocumentFragment();
		$append->appendXML( $fragment );
		$link->appendChild( $append );

		// Append the link to the heading.
		$heading->appendChild( $link );

		// Save the document.
		$block_content = $dom->saveHTML($dom->documentElement);
	}

	// Return the changed block content.
	return $block_content;
}

.epc-visually-hidden {
    position: absolute;
    width: 1px;
    clip: rect(0 0 0 0);
    overflow: hidden;
    white-space: nowrap;
}

.epc-anchor-link {
	position: relative;
    top: 0.2rem;
}

.epc-anchor-link:hover {
	text-decoration: none;
}

An WP Core alternative to DOM Document: https://make.wordpress.org/core/2022/08/19/a-new-system-for-simply-and-reliably-updating-html-attributes/