It can be noted how the pre-generated heroes of Deathtrap Dungeon (book) are exactly the same of Trial of Champions (book) and Armies of Death (book), officially connecting the three adventures and clarifying that in canon the hero of Trial of Champions is the same of the hero of Deathtrap Dungeon.
Some other adventures set in the same world and time, as detailed below, share the same pre-generated characters as well, but not all three of them, highlightning a possible, but not stringent continuity between them. So Ophelia Lapwing is a pre-generated character both in The Warlock of Firetop Mountain (book) and in The Forest of Doom (book), but she is the only one appearing on both these titles. Helios Wardalus appears both in City of Thieves (book) and The Forest of Doom (book). Gorrin Silverblade appears both in Stormslayer (book) and The Forest of Doom (book). All three pre-generated characters of The Forest of Doom are therefore shared with other adventures, but each of them with a different one.