I spent the majority of my time in NICU, when I could not hold my son, holding his little hand in the incubator. (Probably helped me more than him, but who knows?) Soon as the docs will allow it, ask for some kangaroo time. Physical contact is a great bonding facilitator.
Sing to them. My son, now 30 months old and out of NICU for QUITE a while, still loves the songs I sang to him while he was in NICU the best.
Put up pictures of their family members on the outside of the incubator, looking in. My son is very bonded with his sister, who could never come into the NICU while he was in there, but whose picture was the only one he could see when laying down.
Also, be kind to yourself. The folks in the NICU are VERY dedicated to their work and VERY well-trained, and they want to see all the new humans in there go home as quickly as possible. It's okay to be scared, and to need a good cry. It's also okay to lean on the community of parents, like myself, who have been-there-done-that. Probably one of my greatest sources of hope during those dark early days was a nurse who went into NICU training after her daughter was born prematurely and spent some time in NICU. That daughter is now in college. Knowing other kids made it through that made me breathe just a bit easier.
(Now I'm gonna go have a good cry and a prayer on your behalf, if that's okay.)