The following SCE stories cross over with DS9 to some degree or other:
Cold Fusion by Keith R.A. DeCandido -- takes place between Avatar Book 2 and Section 31: Abyss and features Nog in a major supporting role.
Caveat Emptor by Ian Edginton & Mike Collins -- involves a crisis on Ferenginar, and guest stars Grand Nagus Rom.
War Stories by Keith R.A. DeCandido -- tells stories of the cast during the Dominion War, including a trip to the station and guest appearances by Sisko, O'Brien, Martok, and Ross.
Home Fires by Dayton Ward & Kevin Dilmore -- includes a flashback that features a young Ross working for Starfleet Intelligence.
Aftermath by Christopher L. Bennett -- takes place on Earth, features O'Brien in a major supporting role prior to his appearances in the Mission: Gamma books.
Malefictorum by Terri Osborne -- includes a trip to the station (and the Gamma Quadrant), and guest stars Quark, Ro, Kira, and Treir. (This and the next three all take place amidst the Worlds of DS9 miniseries.)
Lost Time by Ilsa J. Bick -- takes place at Deep Space 9, and features Nog, Kira, Vaughn, Garak, and Dax (including some alternate-timeline versions of them) in major supporting roles.
Security by Keith R.A. DeCandido -- serves as a bridge between Lost Time and Wounds, with cameos by Kira and Bashir.
Wounds by Ilsa J. Bick -- story of Lense and Bashir trapped in an alternate dimension.
The Future Begins by Steve Mollmann & Michael Schuster -- Scotty's story, with guest appearances by Admirals Ross and Nechayev.
Ghost by Ilsa J. Bick -- Lense returns to Earth, with a guest appearance by Bashir.