"Holy **** approach was that a mountain we just passed"
Really though anything that conveys the point is fine...Something like "Approach callsign 123 climbing to 3000ft due terrain avoidance"
If the aircraft has descended below minimum vectoring altitute, and is under radar control, the ATCO is going to be glad that you're climbing back above it, whatever the reason for being below it was.
Depends on if it's IFR/VFR ,what class of airspace, and who is accepting responsability for terrain avoidance, ATC or PIC.