"...Doesn't have a psychic link with Vlad..."
(Jhereg, Cp 17, p 165, omnibus)
"A thought, then, came into my mind and set up housekeeping. "I accept," it said."
This seems to be psychic contact to me... Not as profound as with Loiosh, granted, which probably explains why Vlad usually has him do the talking to Rocza (especially evident during Athyra).
But to say there is no psychic link there is, I think, too strong a statement...