Not quite - Gilgamesh from FFV also shows up as a boss and unJunctionable GF in FFVIII, and as a Priority Mark in FFXII (not to mention as a DLC enemy in FFXIII-2, the Gilgameshes in FFIX and XI though are not the same one but just similar-seeming characters with the same name).

But yeah, the only reason Gil manages to show up in multiple FF worlds was related to his departure in FFV - he was cast into the Rift by X-death at the end of the game and remained there until FFVIII when Odin's sword Zantesuken breached dimensions and freed him. From then on presumably he gained the ability to travel the Rift at his leisure, which would explain his FFXII appearance.

There was also a werewolf character called 'Lone Wolf' in FFV who also showed up in a cameo in FFVI apparently but I can't remember the details sadly.