The name of Chloe's father is a reference to the Lucifer comic book series. In the comics there is no Chloe Decker, and the devil finds himself in the company of Detective John Decker in her place.
The sandwich that John Decker picks up for Chloe and that Chloe later makes for Trixie and Lucifer is an egg in the basket, also known as a bird's nest sandwich. It has many other names and can be prepared in several different ways, but always involves frying an egg in a hole in bread or a bread-type food.
The character of Boris Sokolov is played by Charles Halford. Halford played Chas Chandler in Constantine (2014). Francis "Chas" Chandler also features in the DC graphic novel series "Hellblazer" that the Constantine series is based around. John Constantine, the lead character of both the TV and graphic novels, has guest appearances in Neil Gaiman's Sandman graphic novel series as has Lucifer Morningstar.
The title is said by John Decker.