These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
The Danza (but very easy to mistake for As Himself): John Malkovich as John Malkovich. The former has said the latter bears "only the faintest resemblance" to himself. Among other differences, his middle name is changed (from Gavin to Horatio), he really had never been in "that jewel thief movie" at the time, and he doesn't live in New York.
Defictionalization. A lot of people in the film compliment John Malkovich for his role as a jewel thief. However, as the character repeatedly pointed out, he'd never played a jewel thief by 1999. In 2003, he played a jewel thief in Johnny English.
Hilarious in Hindsight: Throughout the film, lots of characters praise John for being in a "jewel thief movie", which he flatly denies, and this was true at the time. Later, he was in Johnny English, where he played the Big Bad who has the British Crown Jewels stolen as part of his plot to take over the UK.
Charlie Sheen is the friend Malkovich talks to when he feels like he's going crazy, and needs a sane man to bounce ideas off of. Yup.