I did always wonder why Jesse was never ever mentioned again, even in passing. He was one of Willow and Xander's best friends. They seem to get over his death really quick and never even think about him again.
Someone could have mentioned him one of the many times that Xander was voicing his dislike of Angel in the early seasons. That way, instead of the audience going: "Ah, Xander is jealous over Buffy again!", it would have come off more as "Xander can't forget how his best friend was killed and turned into a vampire and that he had to stake him [sort of]".