Brought up several times but the most notably is S6E5 which concerns Cesare Borgaria and of course the Christmas special that’s a biography on a Catholic saint
An entire episode centers around people being thrown out of windows, Defenestrations of Prague, and (SPOILER) the Hologram Professor is thrown out a window in the finale, presumably to his death
The penultimate episode of Season 5 involves a Victorian surgeon, particularly amputations. Skip to 32:58 to not miss any important plot details if you are heavily triggered by this
The Professor wears a female gymnastics uniform in the 1904 Olympics episode except while it’s semi-played for laughs, it’s not in a malicious way. It comes off as more The Professor being GNC in some form
Santa Claus/St. Nicholas is real in this universe. That being said though he is also depicted as a pile of sentient bones. This series is not at all meant for children though despite it's focus on cute puppets, and in fact they still allude to Santa being made up since the folklore development aspects of modern Santa Claus are also discussed