We present a new algorithm for solving the connected multi-agent path finding problem (connected MAPF) which consists in finding paths for a set of agents that avoid collisions but also ensure connectivity between agents during the mission. Our algorithm is based on heuristic search and combines ODrM*, a well known algorithm without connectivity constraints, and an efficient but incomplete solver for the connected MAPF from the literature. We present a formal analysis of the termination and completeness of our algorithm, and present an experimental evaluation, showing a significant improvement over the state of the art.