How did they connect them?
You probably know that Kurt Sutter (Otto) played the big Greek bastard in The Shield? He also worked on the set as a writer and producer.
They stuck to calling the black gang one-niners in Sons of Anarchy and brought in eight cast members from the Shield on Sons of Anarchy.
Obviously they didn't mix the stories, but small things like someone calling Kenny Johnson (Kozik) for "Lemonhead" which was Lemansky's nickname in The Shield.
Here's the list of the cast members from The Shield on SoA:
---------------
Jay Karnes ----- TS: Dutch. SOA: Creepy Agent Kohn
Benito Martinez---TS: Aceveda. SOA: Torres
David Rees Snell--TS: Ronnie. SOA: Agent Nicholas
Kenny Johnson----TS: Lem. SOA: Kozik
Emilio Rivera-------TS: Navaro Quintero. SOA: Alvarez
Lobo Sebastian----TS: "Doomsday". SOA: Armando
Jeff Kober------------TS: Statutory Rape Guy. SOA: Jacob Hale
Kurt Sutter----------TS: Margos Dezerian. SOA. Otto