Tony says a pin tumbler lock is impossible to pick or "bump", the pin tumbler lock is the basic lock everyone has on their front door so not only are they the most commonly (and seemingly easily) picked lock, Tony has picked them on multiple occasions.
In the opening scene, DiNozzo confronts a Naval officer wearing the rank of Lieutenant Commander. His cover has the gold oak leaves on the visor of that worn by a Commander or Captain. Lieutenant Commanders in the U.S. Navy do not wear the gold oak leaves on their visors. CORRECTION: This is not a goof by the show, but rather a mistake by the character, which then serves as the clue for NCIS investigators.
There is no such thing as a "royal bank" in Macao. It may be a confusion with Hong Kong, which has been under sovereignty of the United Kingdom, while Macao was under Portuguese administration.