The Reeves-Stevens' Millennium should be listed with DS9.
I've not read them, do they tie into the wider lit-verse?
First, you really should read them, they're great. (Imho.)
As to whether or not they tie in... mmm, good question. There was actually a discussion here a while back on the trilogy (lots and lots of spoilers, though, so you probably shouldn't read it yourself, 8of5
Towards the end of that discussion, if I recall correctly, we got to talking about how Millenium
does and does not fit in with DS9-R's continuity. FWIW, my feeling is that it basically does, if you squint in one or two places. OTOH, it doesn't really matter because...
Without giving stuff away, I can say that most of the story is pretty self-contained. Some very interesting "world-building"-esque about material about the end of the Occupation, the station itself, and the characters. And, perhaps most significantly, the Prophets and the Wormhole (though somewhat indirectly). Great background-level expansion, but very little that is followed-up in other books, plot-wise (at least, from what I can remember).
I tend to think of Millenium
as the DS9 movie hexalogy that never was, one that aired after "WYLB" but before the televised version of Avatar/A Stitch In Time/The Lives of Dax
/whichever novel would've gotten aired first.