Are you wanting to have a ‘tag’ (i.e. a word prefixed by a # symbol) within the content of a page displayed as bold? Do you also want it to be a link?
Depending on how frequent this is, you may be best off doing it manually (as in, just formatting this as markdown). Otherwise in your theme, you could do some regex magic on .Content before it’s rendered. (I reckon this thread gives some good ideas on how to proceed.)