"In every country, death comes as a finality. It comes, and the curtain comes down. But not in Spain!"
Federico García Lorca
The connections just keep turning up. Perhaps the most direct connection between Dasein and duende is their connection to death. I think this connection is also one of "ownership": the possibility of death defines our "property-relation" to our body. We own our bodies in a distinctive way.
In Being and Time, Heidegger writes: "The closest closeness which one may have in Being towards death as a possibility, is as far as possible from anything actual" (H. 262). "Death is Dasein's ownmost possibility," he declares (H. 263). In his lecture on the duende, Lorca says: "The Duende ... will not approach at all if he does not see the possibility of death, if he is not convinced he will circle death's house."
I know where I'm going with this now: there is an analysis of Norman Mailer's "American existentialism" (hip) lurking in this. (Jonathan Mayhew makes this connection also, though only in passing.) In his Existential Errands we find both a translation of Lorca and an account of a bullfight.