Paradise Kiss is actually set in the same universe as Gokinjo Monogatari, another work by Ai Yazawa. There are bonus sections in Paradise Kiss, but from what I can tell (at least from the first bonus section on chapter 10), it shares characters from Gokinjo Monogatari instead. According to Wikia, Paradise Kiss is actually the sequel to Gokinjo Monogatari.
Paradise Kiss and Nana were published by different companies, so it is likely that they are not allowed to have much cross-over between the two. As far as I can tell, there is no other cross-over between Paradise Kiss and Nana. The only example I can find of a possible cross-over (other than in the bonus sections), is from a random forum where a person mentions that a dress donated in Paradise Kiss is bought in Nana, but that hasn't been substantiated.