Orphaned Objects

This leaves objects in memory and eventually you will run out of memory.
You should add a class method called "Clean" to your class that cleans up any internal pointers (or references) before explicitly destroying the object references.
You should then always call this method before destroying a reference to an instance of the class.

Class - myClass

Private _objectLink As myClass 

Public Get Property_Link() As myClass 
   Set Property_Link = _objectLink 
End Sub 

Public Set Property_Link(MyObject As myClass) 
   Set _objectLink = MyObject 
End Sub 

Public Sub Method_Clean() 
   Set _objectLink = Nothing 
End Sub 

Dim object1 As myClass 
Dim object2 As myClass 

Set object1 = New myClass 
Set object2 = New myClass 

object1.Link = object2 
object2.Link = object1 

object1.Method_Clean 
object2.Method_Clean 

Set object1 = New Nothing 
Set object2 = New Nothing