Penny sings: "Turned away from it all like a blind man. Sat on a fence, but it don't work." Several times in the series, it is pointed out that Penny denies his feelings for his friends, but ends up sacrificing the most because he cares so deeply about them.
The lyrics of the song "Under Pressure", sung by the cast at the climax of this story, hint that the Magicians all need to overcome their own selfish desires in order to fulfill the quest. Some of the lyrics also apply to individual story elements, such as Josh's imprisonment, Kady and Penny's painfully tragic romance, Alice and Quentin breaking up, and Penny's constant attempts to deny his compassion for his friends.
In the books, Josh was also a Physical Kid and lived in the cottage with Eliot, Janet, Quentin, and Alice. In the show they changed him to having a different discipline. Other characterizations of his personality and participation in the quest are fairly similar between the books and show.
When Jade Taillor, portraying Kady, shows off her talents as a professional dancer/singer near the end of the episode the song she performs is a gender-adjusted version of "All I need now is the girl" from the musical "Gypsy".
The title of the episode is a play on the song "All that Jazz".