Neil Patrick Harris' (Count Olaf) husband David Burtka and children, Gideon Burtka-Harris and Harper Burtka-Harris, make an appearance in this episode as audience members.
When Olaf gives his "interruption" announcement for the beginning of the sideshow, Sunny mumbles, saying (according to the subtitle): "Merde." This word, in this case, has a double meaning, as "merde" is a phrase many in show business use to wish each other good luck before giving a performance. It is also, however, a French swear word, the closest translation being "s***," something that might be said by someone who is interrupted by a villain while learning valuable information from an ally.
The crowd members at the lion pit show have previously appeared in other epiodes of the Season. You can see Hospital staff and the elders of VFD for example.