In an early Dougie scene, Janey-E calls him "Dreamweaver," when he has failed to get dressed for work. In the interim, Mike from the Lodge appeared and was telling him to "wake up."
She later tells him that "It's like all our dreams are coming true."
There are many more. I haven't documented them all, but might be inclined to do so upon re-watch.
But as for "the policeman's dream," as Gordon says, it is a direct callback to a scene in the original series, when Cooper says that exact phrase to the original Truman upon discovering the conference room filled with donuts and carafes of hot coffee. That's not to Cole's comment is only a reference - it could have a double meaning - but it does have the meaning of a callback to Cooper in the original series, regardless of any other layer, and thus is not an 'otherwise meaningless' one-liner.
https://getyarn.io/yarn-clip/a07d264d-9cb7-4ea8-84b5-4bfd4f3e00c8
Time is also very important. There definitely seem to be time slips, or time dilations, or at least something going on with time. There are a lot of overt, explicit references to time, but also many subtle ones.
It's late, and I have to go, so I'm just going to paste one of the comments I made over at the Idle Thumbs forum after re-watching a few of the first episodes before the last 3 or 4 parts aired. Part of it references time, and the rest is just another of those snapshots that I thought might mean something but was never directly re-visited in The Return.
At face value, some of them seem hard to tie in. But I'm starting to doubt much of the footage included is incidental, and I think any scene with electrical hums in the sound must be intended as clues of some sort. Maybe that's what the Giant/Fireman means when he tells Cooper (and us) to "Listen to the sounds." I might have to buy a better set of headphones to see if that enhances the experience, as Lynch has suggested. Hell, I wouldn't be surprised if there is deeper meaning to the notorious sweeping scene aside from just being "Lynchian."
For example, the maintenance guy (Hank) at the apartment complex where Ruth Davenport's body is found in Part One/Two, about 40 minutes in. The cops are merely trying to gain entry to Ruth's apartment by getting a key, but Hank's dialogue indicates he somewhat expected the police to be coming for him due to whatever he was up to with some guy named Harvey. (Did Harvey send you? ... Well who told you I was going to see Chip? ... I was just on my way, but how did you know? ... Chip? Chip ain't got no phone. ) There's a slow pan when the cops enter Ruth's apartment where the camera moves to show some things plugged into an electrical outlet and lingers on a clock, though we can't see the time (2:53, or 4:30?), and electrical noises in the background. Later we see Hank on a phone call with Harvey, where he asks Harvey if he sent the cops after him, "to my place of business?," then says "No, I got it. I got all of it. But it's all mine. Mine and Chip's. No. You opted out of this one, remember? Don't threaten me Harvey. Harvey? Harvey ? (sounding worried)" [end scene]
What does Hank have that he and Chip got while Harvey opted out - stolen money? garmonbozia? magic beans?
Also, I was disappointed we didn't get more that relates to aliens as interdimensional beings, at least not that I noticed in the last few parts.
I still like my theories (bias, of course) about the connection between Project Blue Book and Blue Rose that Jerky was kind enough to post over at one of his sites.
http://themediavore.blogspot.com/2017/08/twin-peaks-and-blue-rose-by-rocky-van.html
I mean, aside from everything I wrote before The Return ended over at the link I just self-promoted, some of the images in the Return have a distinct 'grey" alien resemblance. [image colorized for visibility as it can be hard to see on older, low-res monitors]