Continuity mistake: Throughout the Christmas parade we can see that the headphone/microphone is on the left side of Frasier's head. During the first break just after one of the crew members is telling Mary that her improv is really good he tells Frasier to lighten up. Just after he says this you can see that the headphone/microphone is now on the right side of Frasier.
Continuity mistake: Kelly comes over to Frasier's to read a mock script for the Xmas parade Frasier wants to co-host. She puts her purse next to her on the couch but never opens it. Suddenly reading glasses appear next to the purse, which Kelly subsequently puts on to read.