The book Lemony Snicket has when he's explaining "deus ex machina" is a collection of plays by the ancient Greek playwright Euripides.
Mr. Lesko is named after Matthew Lesko. Matthew Lesko writes lengthy guides about how to get freebies, and Mr. Lesko is on board with free child labor from the Baudelaires.
Hector explains how all books are banned except The Littlest Elf. This fictitious book shows up throughout the books and the TV show. Within the world of the books, it is a story that Lemony Snicket particularly hates because it shows a dumbing down of literature and also is just a bad story. One of the novels was printed with a removable, reversible book jacket; on the other side, it was made to look like the book jacket for The Littlest Elf so readers could "hide" the true book in public.