The reasoning behind Charlie's shaking and hiding of his face in the scene where he and Dennis try to identify the shusher by going to the police is because actor Charlie Day was having trouble staying in character and controlling his laughter.
When the lady claiming to be Dylan Tobeck offers Dee back her hair, she reveals herself as "Carl Lundegaard" as well. This is a combination of the character names Jerry Lundegaard and Carl Showalter from the movie "Fargo". Glenn Howerton would go on to star in the first season of the TV adaption of "Fargo".
The detective who questions Charlie and Dennis plays a detective on another FX show (The Shield).