Other mistake: When Jimmy goes looking for the Kettlemans, he climbs up the Sandia Mountains but finds them in a flat forested area. To get to a level forested area in the Sandias, Jimmy would have had to climb all the way to the top, which would be suicidal, because the area of the Sandias he goes into is extremely rugged and steep, plus he goes in there with nothing but a suit. Even the Kettlemans would be insane going that same route with two kids, a tent, and camping supplies in tow.
Other mistake: In episode 3 Jimmy says to Kim that the Kettlemans bought a boat using some of the money they embezzled. Nevertheless, when Mike breaks into the Kettleman's house and gets the money back which later is delivered to the district attorney in this episode, it's the whole amount without any money missing.
Answer: It might be the Panavision cap he wore when directing his terrible commercials.