These are some conventions I've come up with while writing stories linking foreign language words to English words. They are based on my experience, not hard science. However, you might find them useful to use in your own mnemonics.
The native equivalents are the words or definitions on the right side of the link.
We want to remind the reader, at at least a semi-conscious level, of the definition/equivalent words that they're learning. The point isn't just to remember a story, but to remember the concept(s) that the story is enforcing. This helps keep the story unambiguous in its meaning, especially for you, its author. If you find a large chunk of your story without any bolded words, consider carefully if it's doing its job of conveying the native language equivalent meaning. If it's not, perhaps it can be scrapped or rewritten.
The link word is the word above the link line.
Italicizing a word forces the reader to slow down (perhaps imperceptibly) while reading it. It literally adds temporal emphasis to the word1. For some readers, this can emphasize the subvocalization of the word as well. Since link-word mnemonics will only work if the link word (sound-alike) association is triggered automatically, we want to make sure that we give the reader a chance to practice the association at some level (again, even if only semi-consciously) as they read.
1. The HTML <em> (emphasis) element is usually italicized by web browsers. It replaced the <i> (italics) element, presumably for accessibility reasons (italics is a visual concept). This is a concrete example of the historical link between italics and emphasis in typography.
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