How to load my Entity in Entity form
Your code currently loads the form with the _form routing definition. For classes extending ContentEntityForm, you have to use the _entity_form notation instead. Here is an example of an 'module_name.routing.yml' file:

kollektivhampel.pdf_erstellen_form:
  path: '/intranet/{my_entity}/something'
  defaults:
    _entity_form: 'my_entity.default'
    _title: 'Your page title'
  options:
    parameters:
      my_entity:
        type: my_entity
  requirements:
    _permission: 'some permission defined in your module_name.permissions.yml file'


The     _entity_form is composed of two parts: before the dot, you have the entity type id, in this example my_entity. Behind the dot, you have the name of the form, defined in the handlers section of the @ContentEntityType annotation. In this case, the second part is default, According to your question's code, this refers to \Drupal\my_entity\Form\MyEntityForm. You might not need the route_callbacks code, as a static routing directly in the yml file is probably enough.

For more details, see https://www.drupal.org/docs/8/api/routing-system/structure-of-routes.