It's a play on the title of the Alfred Hitchcock 1956 classic "The Wrong Man" which also involved a case of mistaken identity - except this time there are two innocent men so they have pluralised the title in a humorous sounding way.
It said for the first time towards the end of the second Christmas special, where a Russian uses incorrect English to say that he has "the wrong mans" (and is corrected by Matthew Baynton - "it actually should be men")
