Allison brings bombolini from Petrola's bakery. Bomboloni is the actual name of an Italian form of jelly-filled donut.
When Luther is negotiating with Five about killing innocent people, just after grabbing the gun, he says "I could do this all day," a slight variation on the line spoken often by MCU's Captain America: "I can do this all day," highlighting Luther as a variation of Captain America. Although the primary comic influence for the Umbrella Academy is obviously the X-Men, the parallels between Number One and Cap are clear, both determined leaders of superhero groups who have an unshakable moral compass.
The title "Number Five" is the name of one of the main characters and indicates the fifth episode.