When Barbara brings Randy to her trailer to stay for the holidays, upon seeing Jim he says "Simon?" Implying that Lahey had "acquired" Randy's services before as a male prostitute. Jim then quickly tells Randy to never call him that name ever again, and to only ever refer to him as "Mr. Lahey" which he in fact does, only ever calling him 'James' in one episode of the entire first 7 seasons and the first two films.
In this special we finally found out the origin of Bubble's bubble machine which was eventually destroyed by Ricky and Julian in season 2. It was a Christmas gift from his parents which he'd left unopened for years thinking one day his family might return. In the end he opens it, happily declaring that his family is now Julian and Ricky
Takes place approximately four years before season 1 begins.