I don’t know if you failed to notice, but here are my observations. Here are some well meaning dialogs in which the director tried to make a link with previous or next ones.
In ‘Ham Aapke Hain Kaun’, when Salman gets a call from an unknown girl during his brother’s marriage, the unknown girl, Madhuri’s friend, says her name ‘Suman’ and tells him that they were in love in previous life. Suman was the lead character in ‘Maine Pyar Kiya’ played by Bhagyashree i.e Salman’s love interest in the previous movie.
In Andaaz Apna Apna, Salman says that he has watched Sholay multiple times, when Aamir and he decide to toss the coin. In reply Aamir Khan mocks him and says it’s written by his father. Sholay was actually written by Salman’s father Salim Khan.
In Gangs of Wasseypur - Part II, Nawazuddin offers one of his captives to become his informant. In return, he would give him full goat instead of of mutton pieces. And guess what, he does the same.