1. Despite all his time with the Wildlings, Jon still hasn't come around to their definition of "south". His conversation with Tormund called back to Craster mocking his Northern pride back in Season 2.
2. Tormund's discussion with Jon also recalled a conversation they had in Season 4, when Tormund remarked that Jon wouldn't want to kneel to Stannis because he'd spent so long with the Free Folk.
It also touched on the reasoning Daenerys used with Jon about getting him to kneel the very same logic Jon used in Season 4 when talking to Mance Rayder about kneeling to Stannis.
The conversation between Jon and Tormund no doubt played a part in pushing Jon towards making the decision to kneel later in the episode. The tacit approval for kneeling might seem odd coming from Tormund, but like Jon, his experience with the White Walkers particularly at Hardhome has made survival for his people his number one priority. It's why he allied with Jon in the first place, despite a troubled history with the Night's Watch. Interestingly, in the conversation in which Jon convinced Tormund to make peace with him and the Night's Watch, pride was also part of his argument: You're condemning them to death worse than death, because you're too proud to make peace? Both Tormund and Jon seem to have learned from Mance's actions.
3. Gendry might not have mentioned Arya on screen yet, but his confrontation with the Brotherhood sounded VERY similar to the accusations she hurled at Beric and Thoros when they first sold Gendry to Melisandre.
You no doubt remember what subsequently happened, which Gendry brought up in this episode Melisandre seduced him and then used leeches to extract blood from certain ~sensitive~ parts of his body. The Hound is dismissive of his experience and it's played for a laugh, which kinda sucks because it was actually pretty traumatic for Gendry.
4. The Hound tells Tormund he hates gingers, but we know that's not true. He definitely cares about Sansa Stark in some way.
Remember how he called her "Little Bird", and protected her while she was in King's Landing, even offering to take her home to Winterfell when he ran away? It will be interesting to see what happens if these two manage to reunite (not to mention the Hound and Arya).
5. When Jorah talks about his father Jeor Mormont's death at the hands of Night's Watch traitors, his words also unknowingly apply completely to Jon's own death.
6. And Jon's attempt to give Longclaw back to Jorah hit on the same beats as the scene in which Jeor gave Longclaw to Jon in the first place.
It's appropriate that this all went down on this wight-hunting mission, considering Jeor gave Longclaw to Jon after he killed his very first wight at Castle Black the wight that was the partial inspiration for this whole ridiculous plan, considering it proved that a wight could "survive" south of the Wall.