I didn't really notice any connections between FFXII and Vagrant Story (other than they take place in Ivalice, and even that is debatable) but Vagrant Story has a few items and thing's that connect it to the original FFT. FFT and FFTA have several locations that later show up in FFXII.

But I still feel that alot of this is just people reading too much into things. So I would just ignore it and think of them as seperate but similiar. None of the main FF games are connected. Though there are several in-jokes to each other scattered throughout the series.