What previous indications have there been that she feels a special bond with the minister

There are actually many indications in the Scarlet Letter which show us that Pearl feels Dimmesdale is actually her father.

For example:
1. she shows affection towards him like any child would for their parent, thus giving us the impression she feels a special closeness to him - "stole softly towards him, and taking his hand in the grasp of both her own, laid her cheek against it.”

2. she asks Dimmesdale if he will stand on the scaffold along with Hester and herself when she will confess to her sins - meaning that she feels he is somehow included in Hester's sin, which is true, given that he is her father although Hester is married to another man

3. she understands the connection between Hester's scarlet letter on her chest and Dimmesdale's behavior - when asked about why her mother has that letter, she says: "It is for the same reason the minister puts his hand over his heart!”