Hi!
It works to some extent with using Power Automate, as mentioned.
I have setup this on my power automate account and create a «flow» using the trigger «When a task is assigned to me».
When someone in Planner is assigning me a task it will appear in MyTask. You could choose to create a task in other projects.
But my mission is to slowly move everyone from Planner to Asana, since a basic functions like having a task in multiple projects, templates and communicating around tasks is much better in Asana.