As per object. I tried to search among the questions on Meta, but I couldn't find anything (maybe it's also because of limitations in the mobile site).
If you go to any search field on a Stack Exchange site, you would type
<terms> infavorites:mine (or more generally,
<terms> infavorites:<user number> for someone else's favorites). For more on advanced options for searching SE sites, see the help page on searching.
Here is an example searching for threads about the LASSO in your favorites: