When a user is entering your blog on a specific post, he is reading it and mostly he is leaving your page. The entry page is the exit page at the same time.
Advantages of cross referencing recent posts
Cross references providing additional targets for your users and minimize the chance to leave immidiatly. A user does not need to look for your blog index to get the recent posts. Your older posts will link to your latest too.
Jekyll snippet
I created a simple but powerfull snippet for Jekyll:
{% assign counter = 0 %}
{% for post in site.posts | sort: "date" %}
{% if counter < site.max_recent_posts %}
{% if page.url != post.url %}
<article class="col-xs-12 col-md-4">
<h4><a href="{{post.url | prepend: site.baseurl}}">{{post.title}}</a></h4>
{% if post.subtitle %}<h5>{{post.subtitle}}</h5>{% endif %}
</article>
{% assign counter = counter | plus: 1 %}
{% endif %}
{% endif %}
{% endfor %}