So, I've bitten the bullet and I've given up software do-dads, secret prefixes, PigPog, etc. and am not doing anything special to tie next actions to projects - other than try to make the next action explicit enough. Supposedly, I'll do this during the weekly review. Supposedly, David Allen does this. I find this unlikely but hey, why would he lie.
Kidding aside - has this actually worked for anyone?