I think I discovered a sly art history joke in this show. Towards the end of episode 4 (after the catacombs scene), Pelligrini toasts Courbet with a drink and says “To the origin of the world, Courbet”. Courbet looks puzzled, and Pelligrini says “Money” with a chuckle.
”The Origin of the World” is a painting by Gustav Courbet, (in)famous for being a scandalous, very explicit female nude. Without getting graphic, I’d just say Courbet had a very different idea than money for the origin of the world. Being an art guy, I’m assuming Pelligrini was making a conscious joke to his money advisor.