If I am building on results of my earlier works, do I have to include them in my bibliography?
Are these works available in any published form or any other permanent online form, such as a technical report? If so then cite. If not, then there's nothing to cite. In my opinion, it would look strange to cite a project done in some previous course.

What you can do is put an acknowledgment in the back of your thesis/paper to your previous "co-authors".