The almost-sure connectivity of the Euclidean minimal spanning forest MSF(X) on a homogeneous Poisson point process X ⊂ ℝd is an open problem for dimension d>2. We introduce a descending family of graphs (Gn)n≥2 that can be seen as approximations to the MSF in the sense that MSF(X)=∩n=2∞Gn(X). For n=2, one recovers the relative neighborhood graph or, in other words, the β-skeleton with β=2. We show that almost-sure connectivity of Gn(X) holds for all n≥2, all dimensions d≥2, and also point processes X more general than the homogeneous Poisson point process. In particular, we show that almost-sure connectivity holds if certain continuum percolation thresholds are strictly positive or, more generally, if almost surely X does not admit generalized descending chains.