Question: Is this the only Bond film that features any references to Tracy Bond (other than the given "On Her Majesty's...")?
Answer: It is also vaguely alluded to in The World is Not Enough. When Electra asks Bond, "tell me, Mr. Bond, ha- have you ever lost a loved one." And it's written all over his face, so to speak.
Answer: It's mentioned he was married in The Spy Who Loved Me and Licence to Kill.
Grumpy Scot