Do you really have to have two different projects? Can't it be one project?
Using the vacuum example - you could make one project, sequential, and go from there.
Unless there is something very complex going on, you might want to rethink your projects setup.
Agreed. There's an incredible amount of power in the sequential/parallel setting. I've been using OF since it was Kinkless GTD, and it took me a while to really get the hang of how that setting allows you do set up chains of events with useful dependencies.
Similarly, as I think somebody else may have intimated, if you want to aggregate a list of stuff to buy at a particular store, contexts might be a more flexible and effective way to do that. By doing it this way, the items you need to buy can live in the project to which they relate and they don't have to live anywhere else. By living here, they can be used to automatically block later actions that can't happen until you buy the item you need to move the project forward.
So if you have "buy vacuum" in the "clean the house" project and "buy paint" in the "paint the bedroom" project, you could give each of these items a context like Sears, Home Depot, or shopping.
Then, you just pull up a view with that shopping context in it, and it will give you the shopping list. As you check items off the list, they'll also be marked as done under your projects. If you have context for particular stores, you could always select a view that includes all of your store contexts. That way, if something is available at two stores, it will be on your list and you can check it of, irrespective of where you buy it.
If you prefer to build the shopping list in one place, then do it under the context that relates to the sort of shopping you will be doing (e.g., Home Depot). Then assign each item the project it relates too, leaving project blank for any items that don't have a project (or creating a general shopping project for items that don't belong to a more specific project).
Then, you can go into the related project and put each item you need to buy in the appropriate spot within your project (e.g., "buy a vacuum goes before the vacuum the living room task and will block this later task until it has been checked off).
If you use the iOS version of OF, you could even assign a location to the context, so when you go near to Home Depot, you'll get a reminder that you need stuff there.
It's been my experience that many times when I've considered linking tasks across projects, it means that I might benefit from thinking more about how I have the projects organized.
Of course, YMMV, but at least for me having to remember to look at links in notes fields seems more prone to pilot error than setting things up so the OF automatically unblocks stuff when you mark something done.
At least to me, the linking feature seems more useful for reference purposes, rather than as a work around glue to accomplish the type of stuff we're talking about here.
But of course, that's a personal choice. If it works for you, more power to you.