The scenes involving Sisko as Joran had to be shot twice because the producers were unhappy with the first set of dailies. The reason for this was they felt that Avery Brooks' performance was too creepy. According to visual effects supervisor Gary Hutzel, Brooks spoke in an almost inaudible whisper. However, Brooks' second take used in the episode, while more audible, was still very creepy.
To achieve Odo's new look after he embodies Curzon, make-up designer Michael Westmore got a photograph of actor Frank Owen Smith, who had portrayed Curzon in "Emissary", and digitally morphed it onto the Odo makeup.
Odo/Curzon orders "tranya" in Quark's bar. This is apparently the same drink served by Balok to Captain Kirk, Dr. McCoy, and Lt. Bailey aboard the Fesarius in the first filmed episode of the Star Trek original series: "The Corbomite Maneuver", made exactly 30 years earlier. It even appears to be the same color. The drink is referenced by name in other ST episodes, but this is its first mention since TOS, included for the fans as a 30th anniversary tribute.
In the scene involving O'Brien as Tobin, Jadzia mentions that Tobin had "the most original approach to the proof since Wiles over 300 years ago" regarding Tobin's work on Fermat's last theorem. This appears to be a nod to Wiles' solution to Fermat's Last Theorem which had just been published a month before the filming of this episode. This mathematical formula had previously been mentioned by Captain Jean-Luc Picard in TNG: "The Royale", who referred to it as having remained unsolved for over 800 years.
Verad Dax, the hijacked Trill host from "Invasive Procedures" does not appear as one of Dax's former hosts during the Zhian'tara. The reasons behind this are left unexplained in the episode. But it may be that Verad never fully joined and therefore isn't really a part of the Dax symbiote.