As Owen is removing the bullet from his own shoulder, he already has a bandage over the wound, with blood seeping through it. But he is just dropping the bullet into the bowl, using the clamp, which he presumably just used to extract the bullet.
When Jack leaves the ballroom after dancing with his namesake, he doesn't carry his coat into the rift.. in the next scene he's wearing it.
When Captain Jack first enters the dance hall, he is wearing shiny black dress shoes rather than his normal Cat boots. Did he have foreknowledge that this would help him fit in better as an off-duty officer in 1941?
This takes place on January 21, 1941, and the dance hall singer performs the Ellington / Strayhorn song "Take the A Train." The first commercial recording of this song wasn't made until February 15, 1941. That singer would not have known that song quite yet.
When Ianto initially threatens Owen with the pistol, it is apparently unready to fire, since, half-way through their dialogue, Ianto has to rack the slide to chamber a round.