There's simply no support for it. I've even tried html code, but gmail app won't parse html...
We've been waiting for some years now for this support.. hope it comes soon.
+1. This is really annoying that you cant.
On my PC I have a nice icon linked to my id. But in the gmail app, I'm forced to put plain text
http://ieedee.com/?SE735047755
which at least we are lucky is clickable!!! :p