The Jumping Jews of Jerusalem are accompanied in their jumping by the 'boing boing' sound of the instrument known as a Jew's Harp. The instrument's name comes from a mistaken transcription of "jaw harp" and has no Jewish connection.
St. Leonard's Day falls on November 6. St. Leonard was a French nobleman who used his position of power to liberate Christian prisoners from Clovis, King of the Franks in the sixth century. His cult arose in the twelfth century following the release of Bohemond of Antioch and Leonard remained a popular saint throughout the Middle Ages. The St. Leonard's Day rites referred to in the show are a completely fictitious way of celebrating the saint.
In the credits, the character Richard IV of England is called "Richard XII of Scotland", a holdover from the original script.
Confusingly, this episode has an on-screen episode title graphic stating this was originally intended as episode four. "4. Born to be King". It's most likely to be that it was originally incorrectly numbered, and too expensive to correct, or more plausible it was later swapped, prior to first broadcast, for artistic reasons, as a stronger second episode.
Saint Leonard was not in fact a eunuch.