Regarding Wallace Shawn's addiction to buying Mark Rothko paintings, late in his career Rothko created about 380 of those "Color Field" type paintings. They go for $10,000,000 and up apiece.
The picture on Mr. Peanutbutter's nightstand with two hands covering his chest parodies a famous 1993 Rolling Stone cover image of Janet Jackson in the same pose.
Diane's book about BoJack starts off with, "The first time I met BoJack Horseman he was puking cotton candy off the deck of his lavish house in the hills." This is a callback to BoJack Horseman: The BoJack Horseman Story, Chapter One (2014) when Bojack officially hires Diane to write his book.
Pinky's mug on his desk says "Keep Clam and Carry Prawn," which is a parody of the phrase "Keep Calm and Carry On."
"One Trick Pony" is used to describe someone who has very few talents, sayings, jokes or skills.