This is not the first episode in which Ziva calls a catnap a 'bat-nap'. She also says it in the season 3 episode Ravenous, however she was not corrected.
DiNozzo mistakenly says 'That's what Fatty Arbuckle said' when a suspect mentions the 17-year-old girl he slept with 'told me she was 18'. Roscoe 'Fatty' Arbuckle was put on trial for raping and murdering 30 year old Virginia Rappe, allegedly causing her bladder to rupture and killing her.
McNickname of the episode, given after Ziva's "bat-nap" is McDrowsy, because McGee is tired.
DiNozzo quoting Fatty Arbuckle does not make sense to use is an example since Fatty Arbuckle was acquitted. He was telling the truth