The team's new base of operations, an abandoned subway station, is hidden from access by a vending machine across the entrance. When Finch arrives he inserts a coin and then types the code 3141; the first four digits of Pi, a favourite number of Harold's.
Beatrice Lillie was a comic actress active from the 1920s to the mid-60s. Her final role was in the 1967 film Thoroughly Modern Millie, where she played the house mother at a women's rooming house who is actually the leader of a white slavery ring based in New York's Chinatown, thus the name of the sandwich.
This episode includes the first flashback featuring John Greer's backstory.