The Magic Finger you get at the auction house in Treno later in the game belonged to a man named Gogo who used to create dolls that came to life. gogo was a hidden character in FF6 that could Mimic attacks.

ever notice how "Cid" always has some sort of technical background... usually revolving around airships?

Steiner gets a sword skill called Climhazzard which is a limit break for Cloud in FF7.

Fat Chocobo in Chocobo Paradice is found in FF4(? the one with Cecil... can never remember), where he stores extra items for you.

Both Steiners Ragnorak and Excaliber swords have appeared in previous FF Games.

The name Garland appeared in FF1, I believe fairly early in the game near the elf village (might be wrong, been like 9 years since I played it).

Thats all I can think of right now