Links in FieldFrame Multi-Select elements?

I’m trying to figure out how to add anchor tags to my FF multi-select elements, so that each list item selected can be a link to another page.

So for instance:

<ul class="items">
  {items_provided}
</ul>

Where “items_provided” is my custom field that uses FF Multi-select, and each of listed items in the resulting list I want to be a link to their page in my “item/item_name” template group.

I tried placing code inside the FF Select Options itself, but that didn’t seem to work….