Yoga and Sikhism:
Yes there is a connection between the two. As westerners we were introduced to the Khalsa Path by doing Yoga first. Everything we do as Sikhs is a practice of some form of Yoga.
Devotion to the Guru is Bhakti Yoga. Chanting and singing Gurubani is Mantra Yoga, Laya Yoga, and or Naad Yoga, depending on how you sing or chant it. The position you sit in to receive Amrit (sitting on one heel, one knee up,hands in prayer pose) is called Vir Assan. It is a Yoga posture to give you focus, clarity and courage.
In the time of Guru Gobind Singh his army used to practice quite a bit of Yoga to stay in shape and be fearless.
If you build a Gurdwara on a sand foundation, it will fall over very soon. Likewise, your physical body must have a strong nervous system to handle the challenges of life and still remain as a Khalsa. The yoga gives you the foundation to be a much better Khalsa. Yoga is practiced by people of all religions for the same reason. It helps them resist the lure of Maya and keep themselves in the highest consciousness.