Sherlock is seen stuffing a handful of cigarettes into a slipper. The original novels mention that Sherlock would keep his pipe tobacco in a Persian slipper.
The guardsman is referred to in dialogue as a "Grenadier Guardsman"; however, their distinctive uniforms, with the leek collar badge and buttons grouped in fives, show them all to be Welsh Guards instead.
When mentioning previous cases that he and Watson have solved, he mentions "The Poison Giant" which is a reference to the character of Tonga in the novel The Sign Of The Four which this episode is loosely based.
The Waters family steals 3 pallets of gold bars. London Good Drlivery bars are at least 350 ounces each, times $1200./oz., times about 1800 bars. That comes to over $750,000,000. (and weighs about 40,000 pounds).