Lord Julius is pretty much a walking, talking CMOF. Hardly, surprising, considering he's based on GrouchoMarx. Bonus points for when he's with Baskin.
Elrod the Albino is a mockery of the brooding antihero Elric of Melnibone. It's ham-fisted, but hilarious, parody to see the Albino Prince behaving and talking like Foghorn Leghorn.
In Flight, Dave Sim decides to bring back the seemingly forgottenDeath back way early from issue #4. In a confrontation between him and the Judge. The Judge visits Death, recounting the entire history of his existence in his typical detached fashion, emphasizing how, despite becoming the most powerful being in the multiverse, he has done absolutely nothing with his power (possibly a comment on how insignificant he was in the series). He ends by informing Death that he is to be inevitably destroyed in a few seconds by the 12 succubi-disguised-as-gems surrounding him that have been draining his life force. Their last exchange is as follows:
The Judge: Absolutely nothing can prevent your demise. The twelve "gems" will disperse at your passing and, since you have done nothing but gloat over death for the last five thousand years, no void will be created when you go. In the great hierarchy of realities stretching up to–and beyond– the nearly limitless boundaries of the imagination, you will be long noted as the least productive and most powerful being ever to have existed...
It turns out that it was actually an evil clone of the Judge made by the Judge himself that did this, having been made to act out the Judge's inner wishes. Fulfilling both of their roles, they then proceed to explain the entire histories of each other, resulting in an infinite loop of exposition.
When the makeshift army assembled by Cerebus at the beginning of Flight that he lets loose on the Cirinists is chopped into pieces in a one-panel-battle.
When the Pigt that suggest the message of the stone idol returning is for them to continue living underground is struck down by lightning, the narrator remarks that this "serves to tip the balance of opinion (somewhat decisively) against the advocates of isolationism."