I love how Mac's exercise bike "modifications" also doubled as a call-back to the party flyers from season 3 - "It's not a dick, it's a bicep/fist!"

This is just a stray observation from the first season, but when Lou and Malvo finally meet in "A Fox, a Rabbit and a Cabbage" (you know, at the café), Lou describes the Sioux Falls murders we're following at the moment: