There's also another rumor associated with them that if you collect all twelve in the set that they are part of a ritual to revive Aeris. the ritual was also supposed to involve the replica of the masamune you can win in Gold Saucers coaster ride (incidently, this is where you also pick up the other 1/35 Soldiers by getting high scores) as well as the 'tissue' item that is a consolation price in the Gold Saucer and dios two autobiographies.

Another interesting 'useless' item thats winable in Gold Saucer is the Custom Sweeper, which it was rumored was ot be used as a new unit for the Fort Condor side quest. I think Hellbred got that bit of it slightly mixed up.