After "Carlos and the Chicken" pull their initial prank, Daphne (Jane Leeves) suggests that it might even become the "bit of the day", implying that she's familiar with their show. However, it's later said that this was their first day.
When Frasier leaves his apartment to seek revenge on Carlos and the Chicken it is presumed neighbors are taking pictures of him in the hall to win the contest but it is clear the picture flash came from his own apartment.
After Carlos and the Chicken leave the studio in a huff, Frasier sits down to finish the last hour of their show. As he begins talking, however, he neglects to put on his headphones, something no radio announcer would ever forget to do.