Go to:
http://forum.paradoxplaza.com/forum/usercp.php
That's all your threads that you've subscribed to (i.e., by default, any you've responded to), that have new posts in them.
Then from there, click the Subscriptions link. Or bookmark that directly: http://forum.paradoxplaza.com/forum/subscription.php?folderid=0
That's the full list of threads in which you've participated, regardless of whether they have new replies. There's no search there, but if it's recent it's easy enough to Control-F for what you remember the title as, or just page through it a couple of times.
That's how I quickly find threads I want to link into new threads, to say "I've already said everything I need to about this, here" It's easy enough to use that I can even find threads when using the forum on my Android phone.
The Search does have an Advanced mode where you can search for your own username, then search by thread title. But the main annoyance, besides the silly interface, is the max-1-search-per-60-seconds, which is super frustrating when half the time the only reason you need to re-search is because the stupid interface mislead you the first time.