Orson Welles' outbursts at the writing of his script as he reads it and points out its flaws is a direct reference to a real-life incident in which he similarly complained about the script for a frozen peas commercial. Maurice LaMarche, who voices Welles, did a similar parody of this instance when he voiced The Brain on Animaniacs (1993).
When Fry, Leela and Lrrr visit Orson Welles in the Head Museum, you can see the following heads in jars on the top shelf (L to R): Raquel Welch, Lawrence Welk, Frank Welker (legendary voice actor, also voice of Nibbler), and Paul Weller; and on the bottom shelf (L to R): Peter Weller, Orson Welles, Dawn Wells, and H.G. Wells.
Orson Welles was voiced by Maurice LaMarche, who also did the dubbed-in voice for Welles in Ed Wood (1994).
When Grrrl reappears at the end calling out after Lrrr, she says, "I wanna have your Popplers!" This is a reference to The Problem with Popplers (2000) from season 2, when it transpires that the delicious snack food Popplers are in fact the larvae of the aliens from Omicron Persei 8 (Lrrr and Ndnd).