I forced myself to use it recently, I mostly found it to be both limited (cannot have part of a link in bold or italics) and inconvenient (each line of inline code must be indented).
It does have some limits, for sure. I havent tried bolding a portion of a url before.
I have enjoyed including inline code using the literal-include directive, which allows you to just include sections of code directly from a file in disk. This is great because you can cover your example code with unit tests while also talking about it in docs without replication. You can even use little border comments to mark snippet sections so that it's not sensitive to specific line numbers.
