It happened when Kosh was killed by the Shadows in B5: Interludes and Examinations. Kosh appeared to John in a dream as his father.
And the method was explicitly confirmed in the B5 novel Invoking Darkness
Within the anarchy, Kosh found a sliver of hope. Perhaps there was
still a way that he could help Sheridan when confronting the enemy on
Z’ha’dum. He had never heard of such a thing being done at this
distance, nor with one untrained. Yet he had also never heard of a
Vorlon being ripped to pieces. In the manner of his death, there might
be hope.
He located a piece of himself that still retained some coherence. It
had been partially cut away, would soon be lost. Kosh prepared,
extending a threadlike tentacle from his core. The enemy’s brilliant
ropes sheared the section away. As it ripped from him, he extended the
tentacle, seized the fragment, and drew it quickly inside his core.
From there, he forced the fragment out through his connection to
Sheridan. The tentacle drove his fragment deep into the Human’s mind,
then quickly withdrew. In the chaos, he hoped the enemy would not
notice. Sheridan’s energy would have to sustain the fragment, if it
could.
...
Kosh flew apart.
Sheridan jerked awake. “Kosh!”
The turmoil of his essence faded, faded.
And then he was in darkness, murmurs surrounding him. They were
Sheridan’s thoughts, he realized, and within their flow, he could
barely sense himself as a distinct entity. He was weak, disordered. He
concentrated on the calming harmonic he had sent to his ship. It
brought him, bit by bit, back into coherence. This single fragment,
this small piece of himself, was all that remained.