Data referencing will not show the labels. You can do an xref or copy your labels from the other drawing, see this thread.
The way our office does it is label the contours in one drawing and also create a data reference of the surface. In all of the other drawings XREF in the 'image' of the labeled contours and data reference the surface, set this data referenced surface to a "No Display" style.
You can have both the x-ref and the datalink in the same drawing so why not use both?