Re: Which female character shared a deeper connection w/ Bruce?
Selina, hands down.
She struggles with her selfish desires and criminal tendencies, but in the end proves herself to Bruce by returning when she could have left. Again and again she makes the choice in favor of him after struggling with it. (At least, after the betrayal to Bane.)
I feel their connection is by far the deepest and truest, as it had to be earned on both sides. Rachel left Bruce because she didn't understand his mission, and of course Talia hated him for letting her father die. But Selina left behind her criminal life to fight for him.