Grabaston's line "Kali Maa, Kali Maa, Shakti De" ("Mother Kali, give me power") while grabbing and popping a balloon, is a reference to Indiana Jones and the Temple of Doom (1984), where it is chanted by Mola Ram, just before he grabs and removes the hearts of his living victims.
In ep. 5, John Malkovich (who happens to be fluent in French IRL) makes a pun in French, introducing himself in front of Grabaston as "aide-du-con" instead of "aide-de-camp". They sound almost the same but "aide du con" in French means "Assistant to the schmuck".