According to the bonus content for the episode, Mr. Nimbus was set to appear in a previous season but the episode was later scrapped. The writer team loved the character, so they ended up incorporating him into this episode.
Mr. Nimbus' appearance is a clear parody of the Marvel antihero Namor the Sub-Mariner.
The title is a play on "My Dinner With Andre".
The scene with the "stripped down, Sundance, sci-fi bull***t" is a parody, and a bit of a scolding criticism, of the Darren Aronofsky film "The Fountain" (2006).