After you have been through an experience with the NPCs, especially an intense one, you'll feel part of the group when one of the NPCs references that experience. Shared references are allusions made to current or past events or to information that the entire group understands.
An Example from a Hypothetical Game
As always, you can layer techniques for a fuller effect. In this cinematic example, Good-Natured Teasing, Bam-Bam Dialogue, and Shared References are all used to show Group Bonding.
In a modern-day war in a country like Afghanistan, you're in a fox hole with your guys: Granger, Lee, and Steadman. Steadman's searching for the enemy with his binoculars: GRANGER (to Steadman, who's looking through binoculars): Hey dogface... LEE (to Granger): You insulting dogs again? GRANGER: You're holdin' 'em backwards. LEE: I think he's still in shock from... STEADMAN (looking though the binocs): Found 'em! GRANGER: Where?! STEADMAN (grabs his gun, moves out): Love to tell you, but I'd probably explain it backwards. Granger and Lee exchange looks. They scramble out of the foxhole to catch up with Steadman, and you follow.
Lee's mention of Steadman being in shock from something is the technique of referring to past shared experiences.
Also, if teasing is a form of bonding and showing affection employed by the group, they should also tease you, the player, especially when you screw up.
Of course this means more lines of NPC dialogue, triggered by a number of possible circumstances you might find yourself in.