Cheryl says the term High Tea comes from the English putting opium in it. In reality, it's because this tea time was served on a dining table, which is higher than the coffee tables tea was usually served on.
Lana name checks "Max Eisenhardt", which is villain Magneto's (of X Men comic books) real name and less common than "Erik Lensherr", meaning she likely is a fan of the book.
When Mallory is questioned about the zinc oxide in her cleavage, she replies that it's from a boating trip... a motorboating trip. In slang, "motorboating" is putting one's face between a woman's breast and turning the head rapidly from side-to-side while making a sound like a motorboat.
Two members of What We Do in the Shadows (2019), Kayvan Novak and Harvey Guillén, provide voices in this episode.