If you freeze frame the scene when Sylvia is repeatedly opening and closing the door, you can see a message from the creator thanking you for watching the show and for freeze framing it just to see it.
One of the freeze-frames in the door Sylvia opens is a photo of Wander's voice actor, Jack McBrayer. When the same photo is seen, Wander can be seen looking at it very shocked.
Two of Wander's tasks to reach the Galactic Guru are to rescue a princess; Wander has always wanted to save a princess as mentioned in "The Hero".
Wander's "Inside Your Mind" number is a parody of "We Both Reached For The Gun" from the Broadway musical Chicago.
The fifth freeze-frame of the door has Wander's original design from when Craig McCracken first drew him.