Dalton was actually approached twice for the role of Bond. Also, Goldeneye was originally written for him, then when it became apparent that they would have a new Bond it was rewritten less harsh.
The Christopher Lee thing is great. He was Ian's cousin and was one of Ian's original picks for Bond, the other being Cary Grant. I'm sure Christopher Lee has a high opinion of Peirce, he is a cool dude, but he doesn't have that Hoagy Carmichael vibe Fleming initially described Bond as having in CR
("He looked something like a young Hoagy Carmichael with an unruly comma of black hair above his right eye and a thin white scar down his right cheek.") There's more to the description, about eyes and mouth and all, but I'm lazy now. http://static.ajb007.co.uk/assets/media/2008/04/hoagy_carmichael2.jpg http://4.bp.blogspot.com/_R3OsLYH5JAc/SYDrvrwrTZI/AAAAAAAAASk/VRifj_JwP14/s320/Dalton.bmp
It's funny how if you look at that picture of all the Bonds together, along with pictures of Lee, Grant and Fleming himself, they all look like they could be related. They all have a common quality, like a bunch of cousins.