Hey Uck! Your question was one I faced when I wrote Citadel.
This is what I did: I referred to the whole MK path as "Weapons of the Mountain King"
The MK is looking to acquire super-weapons to spearhead a new campaign of conquest.
In Forges, MK wants to get loot the Tannheim Clan forge (not understanding there's a demon involved) and sends in the Blackhammer priests to get them. The players show up and foil the MK's priests. Citadel mentions that Lord Ablair commanded the Blackhammer priests.
Assuming the players thwart that plan, MK has to go to Plan B, which involves getting the Moonstaff of Skelya at Wyvern Mountain (also looting the tower). That module mentions spies and scouts of MK in the area...they're the preliminary forces. It is mentioned in Citadel that Bereg Loroth (MK's nephew) commands those scouts. The party, however, leaves with the Moonstaff of Skelya.
Most of the action in Citadel takes place at an abandoned (and then renovated) Tannheim dwarf hold, now called Fort Frostbite. MK - through his agents Lord Ablair and Bereg Loroth - tests the mindfilth super-weapon on the Fort before the party arrives, but not before Bereg abducts a scholar and his daughter to fashion a replica of the Moonstaff. The party fights Ablair (who mentions the Blackhammer priests from Forges during his "monologing") and they rescue the daughter, but the scholar and Bereg (using the replica Moonstaff) have used a portal to go find some horrible weapon that Skelya had hidden in a vault, "Skelya's Reprisal." The party can use the Moonstaff to follow Bereg.
I wrote a final module in the path, and I believe it will be forthcoming. It details the end of "Weapons," where the heroes enter Skelya's vault, battle Bereg Loroth, and finally quash MK's "super-weapons" ambition.
Anyway, that's the logic I used when connecting these adventures. I hope that helps.
Co-Author: The Almanac of the Endless Traders, DCC #13, DCC #29, DCC #49, DCC #51, DCC #52, DCC #63
Author: DCC #55: Isle of the Sea Drake, DCC #61: Citadel of the Corruptor, more to come....