Is there any way to link a mail (and its replies) to an already created task in Kontact/Korganizer ? This would make searching for certain mails in my inbox a lot faster and easier...

don't think so. even when you use the create to-do button in kmail you won't be able to jump to that email later when viewing the to-do.

might be a nice feature though.

i can suggest a incomplete workaround to you:
*create a new tag called To-do
*tag messages that are linked to To-dos that you created
*when you search for them, click the filter by status button and select the To-do Tag to only display the messages you tagged
*the email you are searching for will be much easier to find, as a lot less emails are displayed

of course you could do something similar by moving the to a special folder, but tags are more elegant and flexible