Samb,
This problem turns out to be VERY difficult to solve. I woke up numerous times last night thinking about a solution, and most of them weren't adequate.
The question is, how do you know which neighbors you should connect to? "All of them" isn't always a good idea. Check out this example:

The green lines represent neighbors connected to our source node. The red lines represent a possible path that could be choosen to reach the goal. I might be able to fix this by following closer neighbor nodes first. Yeah... maybe that's the ticket. It would require sorting the neighbor nodes by distance, which might slow down the initialization a bit...
I'll keep thinking on it.
- Bret