Hi,
There is no setting for this - so, at least a customization of existing web part (or cloning it and modifying it) is required:
\CMSWebParts\TaggingCategories\CategoryBreadcrumbs.ascx.cs and there is a method that is composing the links with query strings:
CreateCategoryPartLink.
Then you may also need to use wildcard URLs on given page to read this "hidden" query string.
Best regards,
Juraj Ondrus