You have a children column displaying the names of each heroes’ children. You have been asked to link each children to the change page. You can do it like this.:
@admin.register(Hero)
class HeroAdmin(admin.ModelAdmin, ExportCsvMixin):
    ...

    def children_display(self, obj):
        display_text = ", ".join([
            "<a href={}>{}</a>".format(
                    reverse('admin:{}_{}_change'.format(obj._meta.app_label, obj._meta.model_name),
                    args=(child.pk,)),
                child.name)
             for child in obj.children.all()
        ])
        if display_text:
            return mark_safe(display_text)
        return "-"
The reverse('admin:{}_{}_change'.format(obj._meta.app_label, obj._meta.model_name), args=(child.pk,)), gives the change url for an object.
The other options are
  • Delete: reverse('admin:{}_{}_delete'.format(obj._meta.app_label, obj._meta.model_name), args=(child.pk,))
  • History: reverse('admin:{}_{}_history'.format(obj._meta.app_label, obj._meta.model_name), args=(child.pk,))