The idea of palindromic names (as well as the palindromic structures of both the films) as determinants of fate. The names Otto and Anna (Ana) are both made reference to in Palindromes.
Judah mentions that the feature he's working on may be incorrectly perceived to be a knock-off of the Jackass series.
Characters from Welcome to the Dollhouse and Palindromes appear in Life During Wartime.
features lead actress Valerie Shusterov
A monster in the goblin market has what looks like a baby, but is actually a tumor, referencing the film's line "It's not a baby, it's just a tumor".