Back in "The Cloud," Neelix raged at Janeway for taking Voyager into a nebula that he would've steered clear of. In this episode, he reveals a bit of backstory to Tuvok that would help explain why he hates nebulae.
Janeway: So, how'd you do it? Told them fairy tales?
Neelix: Oh, no. Some of those stories can be very scary. Ogres and goblins.
I Have This Friend...: When Neelix asks Tuvok how long the particle-collecting procedure will take, he claims that he wants to reassure an on-edge crew. In reality, Neelix is the one who's on edge and in need of reassurance.
I'm a Humanitarian: The children (who are former Borg) suggest that after a catastrophe, the survivors of the Talaxian ship Salvoxia survived by turning cannibal. Neelix is obviously uncomfortable with the idea.
Mythology Gag: Tuvok snarking over cloud spotting is likely a reference to a Not Himself Spock doing just that in the TOS episode "This Side of Paradise".
Paris: Now, there's a creepy image. Reminds me of something out of Edgar Allan Poe. Kim: Looks like a vampire bat. You can make out the wings, even the ears. What do you see, Tuvok? Tuvok:Two Starfleet officers with juvenile imaginations. Paris: Come on, Tuvok! Haven't you ever looked up at the clouds and seen an animal? Tuvok: I will never understand the human need to find imagery in something as innocuous as a cloud.
Unreliable Narrator: Being fairly educated about technology, the children immediately notice when Neelix screws up some technical detail of the story and start correcting him. After he points out that they can either keep talking shop about technology or let him tell the story, he proceeds to make several other blunders (such as having Janeway refer to a "dilithium intake" at one point) uncorrected. This is kind of a clue to the audience that if anything anyone does or says in this story seems technically impossible or out-of-character for them, we can chalk it up to Neelix's fumbling the story again.