Continuity mistake: When it first says, "Several months later," Willie is holding a whole lime. Camera cuts and it is now nicely wedged.
Factual error: The last half of the movie is supposedly set in Phoenix, Arizona. Since I live there, it was obvious that none of the shopping centers, housing developments, street names, police car markings, or police uniforms were from Phoenix. They looked like they were possibly from Los Angeles.
Continuity mistake: After Willie and Marcus rob the first safe, they are sitting at a bar. Marcus agrees to one more drink. They tap glasses and Marcus takes a drink and leaves it half full. Next shot its empty. Next shot there's just a tiny amount in the glass.
Continuity mistake: When Willie gets thrown over the bar, two stools fall over. In the next shot, they are back up.
Continuity mistake: The washcloth changes color and design when Willy is in the tub.
Revealing mistake: One of the accountants' computers has no power cord attached to it.
Continuity mistake: In the kitchen scene after Thurman cuts his hand, Willie turns off the faucet and then it's back on again.
Continuity mistake: The sidewalk to the front door of the kid's house has three (or more) tiers - one step up at a time followed by a landing of several feet, etc. After police shoot Willie in the back and approach him, the sidewalk to the steps before the front door is flat. (01:24:23 - 01:26:40)
Continuity mistake: When Willie is shot in the back by police, his feet land about midway between the two short brick pillars/columns (walkway to the kid's house). After neighbor kids are shown screaming and the camera returns to Willie, his feet are before the first pillar - several feet behind his landing spot. (01:23:45)
Audio problem: As Bad Santa is at the arcade "thrusting the girl", he is heard talking to her, and he is obviously saying something else, and at some points his mouth is closed. Very noticeable.
Continuity mistake: When the kid takes Willie the orange juice there is sun on Willie's face. Camera cuts and it's disappeared.
Answer: The wooden pickle was a gift he made for Willie. Thurman didn't confuse "wooden nickle" with wooden pickle.