Caroline Quentin was heavily pregnant with her first child during the filming of the third series and her bump is hidden throughout by baggy clothes and careful framing. After a hot day of filming scenes in Derbyshire for this episode (where her character is taken hostage and dragged around a field with a gun in her mouth), she returned home to her Central London flat where she immediately went into labour 10 weeks early. She gave birth to Emily by Caesarean shortly afterwards.
The book Maddie gives Jonathan is 'Cards as Weapons' by Ricky Jay. This is a real book by one of the world's most accomplished illusionists. Jay holds the world record for card throwing (distance and accuracy) and has served as "magic consultant" on several major motion pictures, including 'The Prestige' (in which he also played a small role).
Jonathan and Maddy argue over the words to the the Witch Doctor song and who sang it. Jonathan is almost correct when he says that was sung by Don Lang. In fact, it was written by Ross Bagdasarian, and the words to the chorus are "Oo ee oo ah ah ting tang walla walla bing bang." Don Lang made a cover version in 1958 that reached the UK charts.
This episode is discussed briefly in the final episode of Josh (2014).