When making his plea to God to spare Niles (David Hyde Pierce), Frasier (Kelsey Grammer) says: "...although I have yet to see the inside of the Empire Club." But in The Club (1995), he and Niles do visit the Empire Club - twice in fact - while seeking membership.
When Roz mentions to Martin how Niles is "really loving life", Martin tells her that he himself was the same way right after he got shot. He says that on his first day back at the precinct, he went around hugging everyone. We all know he never went back to work after getting shot according to the whole story line up to now, so he wouldn't have had a "first day back at the precinct".
At about 7:30 in the episode, Frasier (Kelsey Grammer) has just announced to Martin (John Mahoney) and Daphne (Jane Leeves) that "Freud is the poor man's Jung". As Niles (David Hyde Pierce) is responding, "I never thought I'd live to see the day -- perhaps this is why I was spared", watch John Mahoney. It seems he's confused as to whether or not they're filming. He seems to check with someone in front of the stage, then looks up high behind himself as if to check a monitor. Finally, he looks straight at the camera.