The S2 finale of DS9 is a bit of a anti climax for a final but then S3 starts with such a bang with that 2 parter and the introduction of the defiant / truth about the founders.
Kind of interesting they blew their load so quick with explaining The Dominion. Just weird they got 1 mention is S2 before the finale and then S3 starts off with the full Monty explaining everything. They could have done a few more gamma quadrant episodes teasing them.
They're teased a lot in series two. Not sure about series one, but they definitely get more than one mention.