At the gun range, there's a plaque on the wall indicating that Lassiter won 1st Place at the "Lucinda Barry Memorial Tournament". Lucinda Barry was Lassiter's partner in the pilot episode, portrayed by Anne Dudek. "Memorial" is likely an in-joke about the character being written off the show, as Barry tested poorly with audiences and was replaced in the second episode by Juliet O'Hara.
The First Place plaque at the gun range reads Carlton Lassiter and a Second Place next to it reads Henry Spencer.
When visiting the gun range, Shawn introduces Gus as Gern Blanston. This is the same name that comedian Steve Martin "revealed" to be his real name to his audience on the comedy album "Comedy Is Not Pretty!"
In a panic, Shawn rambles in the emergency room about Henry's gunshot wound being something he can just walk off, claiming that being shot "isn't serious. It isn't like having appendicitis." In the previous season's episode "Let's Doo-Wop It Again" (2012), Shawn is hospitalized with appendicitis, and milks it accordingly.
In the scene in the warehouse, Gus eats a can of peaches, a reference to the movie Holes (2003) in which he plays the character Sam.