I will tell you from my experience that when I'm doing a weekly review weekly, that pulls it all together. If the last time that you made a mental connection between a project and a next action was within the previous week, when you look at the next action, your mind will (in almost all cases) make the instantaneous connection with the project. This has been true for me even without a notation in the title of the next action as to what project it refers to. It takes a few weekly reviews, done weekly, for this to completely take hold, but once I've been through several weekly reviews (done weekly), this isn't a problem.
When my review isn't weekly, that's when the connections start to fade. I've tried to correct that by using elaborate and detailed outlining programs, using software to link things on a next-action list to a project list, putting project names in next-action reminders, etc. But I've found that simply spending an hour to an hour and a half once a week on a weekly review involved far less time, far less mental energy, and got me to the same result.
I fought this for a long time. I simply didn't trust that a list of next actions with no reference to a project was enough to remember, or to ensure that projects weren't slipping through the cracks. But after 2-3 weekly reviews done weekly, my mind relaxed and trusted that it could make the connections. It was really hard to believe that the weekly review was all that was needed, but I learned that it really was.