The 'Miss Right' story that Frasier recounts to Lilith over drinks refers to a "date from hell" he had in the 5th episode of the same season, entitled 'The Placeholder'.
After his gun goes off, damaging a tile above the fireplace, Martin tells Niles to get him some spackle. After running around aimlessly for a moment, Niles finally asks Martin, "What's spackle?".
Niles should know. In Season 10's "The Harassed", he complains that the remodeling of his office has caused his spackle allergy to act up.
It seems highly unlikely that a veteran cop like Martin would keep a loaded gun in the house, even in a hidden place. Keeping ammunition separate from the weapon in the home is one of the very first rules of gun safety.
Daphne tosses Niles a banana which he fumbles, knocking a shoe box to the floor which contains his father's gun. You can see David Hyde Pierce desperately trying to grab the banana as he needs it for his next line, but when the gun fires, he jumps back, losing the banana in the process. In the very next scene, however, Niles is holding the banana as he says, "I think the banana went off!"
In all episodes following this one, the replaced tile over the fireplace (broken by the bullet accidentally fired from Martin's gun) can be seen to be a shade darker than all the others.
In the hotel room scene after Lilith and Frasier spent the night together on the couch, the carpet can be seen coming to an end when the camera zooms out; this proceeds to reveal hard, black flooring in front of the set.
Lilith: Daphne, Niles, congratulations on the successful commingling of your genetic material.
Daphne: Thank you.
Lilith: Do you know the sex?
Niles: Do we? That's how we got pregnant.
Daphne: You should know how to catch a banana!
Niles: I am not having this argument again!
Lilith: Anyway, long story short, six months in, he tells me I'm 'too tightly wound.'
Nancy: Wow, I don't know what to tell you, Lil.
Lilith: Lilith. My name is Lilith.
Title: Guns N' Neuroses
The episode title is a take-off of 1961 War film "The Guns of Navarone".
The title could also be a reference to the 1980s rock band Guns N' Roses.
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