The security guard, Marty Moussa, is identified as an Egyptian. He says that he's Coptic, and they celebrate Christmas. It is true that Copts observe Christmas, but they use the Orthodox calendar and many Orthodox Christians actually celebrate Christmas on January 7 rather than December 25.
A minority of Copts, however, are Catholic, and they follow the Roman Catholic calendar. It is likely that Moussa is Coptic Catholic.
This episode takes place in Washington D.C. However, the mall security guard, Marty Moussa, who is questioned about an altercation with a mall Santa, is wearing patches bearing the old logo of the "Mall of America" on his shoulders. The only "Mall of America" in existence is located in Bloomington, Minnesota.
When speaking to Miss Julian, Brennan makes a comment that blackmail is unethical. However, Brennan herself blackmailed Booth in the first episode without hesitation.
For some reason (likely a script error), prior to the first commercial break, Booth was entirely committed to believing the victim was the 'real' Santa, while Brennan was adamantly a nonbeliever. However, after the break, speaking to the victim's landlord, Booth is the nonbeliever and Brennan is joyfully following along with the guise of the 'real' Santa being their victim.