Something like this ought to work...
{% for tag in tag_filters %}
{% with "/?tag="|add:tag as to_cut %}
<a href='{{ request.get_full_path|cut:to_cut }}'>
{% endwith %}
{{ tag }}
</a>
{% endfor %}
...although this might be better solved with a single query parameter which can take multiple strings, like...
http://www.domain.com/?tags=foo+bar+baz
...and using JavaScript to manipulate the URL, since it's much more flexible.