I put a feedback link on the "shipping message," but it doesn't really work, since customers will wait to leave a feedback until they receive their orders.
Just like you, I received so many happy convos. I always responded to those convos saying thank you. I just added the sentence below after thank you.
"I would really appreciate it if you could share your experience by leaving a feedback too:
https://www.etsy.com/feedback/awaiting?ref=si_feedbackAlmost 100% of the time, those who sent me convo left a feedback. Make sure to include the feedback link, so your customers don't have to look for how to leave a feedback.