There are subliminal puzzle pieces that are scattered in the show that flash in 1 frame. They are usually in a place where they don't pop out too much at the viewer-- like in the first frame of a shot, or in a brighter part of the frame. There are no puzzle pieces in the pilot. And the others contain somewhere between three and eight puzzle pieces.
There is a line in the third where the exorcist character says... "We are fighting the worst enemy on earth, and their only vulnerability is they reveal themselves in symbols and numbers. They can't help it. God draws in straight lines. The devil draws in puzzles and anagrams."
At the end of the episode, just before David sees Julia, the Three Stars can be seen out of his right window.
Michael Emerson and Boris McGiver previously starred in Person of Interest (2011).