From what the Ep 2 previews suggest, they adapt Shadow into being a casino con artist, and he meets Laura who deals blackjack for him (she's wearing a dealer outfit).

It's somewhat common fanon to assume that since Jackson Publick / Chris McCulloch worked on The Tick and Ben Edlund has had his hand in the Venture Bros, that all three properties are in the same universe (VB = West Coast, The Tick = East Coast, Dr. Horrible = Chicago maybe?)