Biggest laugh of the episode is when Loren, Jake and Hank, dressed for their parts as the Three Wise Men encounter the children for whom they were searching. When they admit to being lost, again, Brian gives them directions by pointing to a star.
Myrrh is anointing oil. It was also used for embalming.
Shawn Toovey can actually play the piano.
It is obvious that this episode does not take place during Christmas time. Three trees have green leaves, frogs croak, insects chirp, and it doesn't appear to be cold for Colorado.
Preston states he is no actor. That is an inside joke. The actor portraying Preston is an exceptional actor. He portrayed General Custer as well as Preston.