Bujold's original plan was to follow up The Warrior's Apprentice with a novel about Arde Mayhew, but her editor didn't like it and convinced her to write about quaddies instead.
Elena Bothari's name was originally supposed to be Nile. Bujold must have liked the name, as it was later recycled to be used as Ekaterin's middle name.
Epunymous Title: Several novels have had Miles to Go as a working title, but it's never made it to publication.
"Miles to Go" does happen to be the title for the Bujold section of the Baen Books webforum.
But the one Baen author who actually did use it was David Weber in one of his Bolo short stories, who was quoting Robert Frost rather than referencing Miles Vorkosigan.
During its writing, Diplomatic Immunity narrowly avoided being titled Diplomatic Impunity - to the vocal disappointment of many in the fandom.
A Civil Campaign was going to be Rules of Engagement (suggested by John M Ford), but when Bujold suggested it to her publisher she was told that Elizabeth Moon already had a book of that title in the pipeline at Baen; while titles aren't copyrightable, the issues involved with having their mutual publisher ship two different books with the same title at (almost) the same time meant that Bujold had to find a new title.