According to the script notes, it was stated that "a Bajoran transport pulls up to the station; another vessel can be seen moving in the background."
The script also describes the transport's passengers as "The mix should represent a variety of Starfleet officers, Bajorans and aliens, and most of them seem to be here on business of some kind. We see Bajoran dignitaries being greeted by Bajoran officers in uniform, Vedeks being greeted by fellow Vedeks, etc."
This shot was not presented in the script, however, in another point in the script (that was not presented on screen) it was stated: "Re-establishing. (Preferably a shot with ships coming to the station)."
Following the wedding of Rom and Leeta, Rom made sure his new wife was ushered off to Bajor for her own safety. He then asked his son, "Nog, are Leeta's bags packed?" Nog acknowledged, saying "They're already on the shuttle." When she initially refused, Rom told her he couldn't go because of his responsibilities to the station, before ultimately telling her "get on that shuttle and don't look back," before telling Nog to her to the docking ring.
According to the script this vessel was described as a "Bajoran transport."
The following year it served as the "morning transport" on which Benjamin Sisko intended to send the Reckoning Tablet back to Bajor aboard; Kai Winn intended to return with the artifact. Following the destruction of the tablet, and prior to the transport's departure, Kira Nerys informed Odo that she had to "take the Kai to her shuttle," for her return to Bajor. (DS9: "The Reckoning")