Spoiler alert: This blog is for Fargo viewers watching the Sunday night UK transmission on Channel 4 – if you've seen further ahead than episode four, please don't post advance spoilers.

Catch-up with Richard Vine's episode three recap

"Remember, God is watching"

A snowy flashback revealing the mysterious source of the Supermarket King's empire gives us the most direct link to the movie world of Fargo. We see a younger Stavros in trouble, on the run with his young family, as his car breaks down on the snowy Fargo borders. And there on the roadside, by that familiar fence, an answer to his prayers: a red ice-scraper marking a buried briefcase stuffed full of cash.

Stavros promises to dedicate his life to the God who's saved him in the snow. "God is real," he marvels to himself. But it's hard not to think it's going to be a fairly flexible commitment. Which is perhaps why Malvo's terror tactics are proving so effective – Stavros might be such an egomaniac that he's inserted himself into the religious iconography on his office walls, but he's still a believer deep-down; terrified of some kind of divine payback for taking the cash even as he thanks God for it. Well, that and the fact that Stavros has been Scooby-Snacking his way through the stash of speedy meds that Malvo left in his medicine bottle.

It's hard to think that the briefcase is meant to be anything other than the one belonging to Carl Showalter (Steve Buscemi) in the film. Any sooner and it might have felt too cute, but by waiting until the fourth episode it works here – a fun Easter Egg anchoring us in the same universe as the film now we've invested in these new stories and characters.

"You're making a mistake"

Gus gets his man. For a bit. "Got one!" says Gus, walking in to Duluth jail like the world's unluckiest fisherman who's finally got something on the end of his line. It's probably the shakiest, most unconfident arrest in TV cop history, and one that's facilitated by the total lack of concern from his suspect. And, of course, Gus's eagerness to make up for his earlier mistake now means that he's pulled Malvo in without any solid evidence. It will be a lot harder to arrest him again. Malvo is so confident that his alibi will stand up – bingo night in Baudette – that he doesn't bother calling a lawyer, and instead uses his one phone call to check on the progress of Operation Old Testament with new sidekick Don Chumph. Lucky for Gus, Deputy Molly has a bit more of a grip on the procedural side of policing, and by the end of the episode they've got his real name (or at least, another name – who knows if "Lorne Malvo" is an alias?), which he used in the motel registration book.

"This is Duluth. Package requested. Frank Peterson."

For someone who slips so easily into the role of playing a minister, Frank/Lorne is pretty comfortable with unleashing his brand of personalised hell on Stavros. Last week, it was a shower of blood; this week a plague of crickets bursting through the aisles of the Phoenix Farms supermarket. What was the purpose of Lorne's earlier phone call – was he checking in to make sure Minister Frank's cover story would hold, or just taking a moment to line up his next assignment? Either way, Malvo seems to be the only character currently having a good time in Fargo. There's a real sense of joy as he peppers Minister Peterson's conversation with folksy phrases – "boondoggle, hoo-pardner, that's a heart-stopper"; pulls off a nice bit of improv by lifting the glasses from the Duluth duty officer's desk to complete Frank's okey-dokey look; and then takes a prime spot on top of the supermarket to survey the chaos he's unleashed.

"I think I may have been kidnapped, is the thing …"

Lester's certainly not having a good time. After interrupting his brother ("I'm in a meeting"), Lester's escape from the ice driller-killers was a pretty smart move – Tasering Mr Numbers, legging it through the snow while Mr Wrench's back is turned, then bopping a police officer on the nose after he declines to give Lester a ride back into town. But his plan to spend the night safely in the slammer is foiled when Mr Numbers and Mr Wrench are thrown in with him – was their bar-fight a ruse or was that the hand of fate slapping Lester in the face again? The outcome is the same: that's one cosy-looking holding cell.

Notes, quotes and the like

• "Butt first, watch your head" Gus gets his man.

• "Did you know a human eye can see more shades of green than any other colour?" Minister Frank is quite the educator. Speaking of which, tonight's lesson from the big book of Fargo fables – "Eating The Blame" – is another zen tale, this time about a Buddhist chef who accidentally uses a snake head in his soup, and then wolfs down the evidence when he's caught out. A reference to the way that Stavros has tried to bury his fears about the real owners of the briefcase finding him? How ultimate predator Lorne Malvo seems to be entirely free from worry? Or how Lester refused to tell Mr Numbers he'd had anything to do with Sam Hess's death?

• "Go Bears!" Malvo has even worked out Frank Peterson's favourite team.

• Anyone know where you can get some of those duck-body salt and pepper holders in Lou's diner?

• "Stormwatch 2006". Chief Bill may not be able to spot a master criminal lurking in his holding cell, but he is at least a man with a plan. Will his preparations for a spot of heavy weather come in handy in a future episode?

• "It's kill or be killed, son." More parental advice from the Supermarket King.

• "Have you ever mistreated anybody to advance yourself? If you have, it's coming up again." To play us out this week here's some relentless "psychedelic gospel funk" with a karma/retribution theme – Say It Loud (It's Coming Up Again) by Texas band the Relatives.

Did episode four of Fargo live up to the first three? Let us know in the comments below.