At one point in the episode, Jim (Dexter) makes a meal consisting of a ham slice. The way it is shot (super zoomed in with random speed sets) is an homage to the original opening credits for Dexter while he's making breakfast (with the exact same shot of him slicing through ham).
The name selected for Dexter's alias, Jim Lindsay, is a nod to author Jeff Lindsay, who wrote the series of books on which the show is based.
When Dexter is at the bar for line dancing, the first dance you see is not actually a form of line dancing. It's called the Electric Slide
Under Federal law a firearm cannot be delivered by a Federal Firearms License dealer to a buyer except under extreme circumstances where an FFL dealer is hundreds of miles away. This is not the case here and any firearm transfer would have to be on the property that holds the Federal Firearms License. Dexter would also have been within his rights to not sell a firearm to anyone he deems unfit. Dealers have a very broad scope when it comes to who they sell to.