Easter egg: On Full Screen DVD, go to Special Features, and then to Orphaned Scenes. To the left of the words "Dismal Deletions and Obnoxious Outtakes," there is a picture of Olaf. Right below his right hand is a wheel. Click on it, and it will take you to "Count Olaf's Ghastly Ghost Story."
Easter egg: Collector's Edition First disk: On the main menu, highlight the eye shape in the middle of the menu. Press OK and the credits scene with the Baudelaires shifts to the next part. There are several scenes to go through by pushing OK at each scene. Second disk: Go to Gruesome Galleries. Highlight Woeful World and press the right arrow. An eye should appear on the cutout of Olaf. Press OK to see a short feature entitled "Eyes are Everywhere". Second disk: On Gruesome Galleries, highlight the words Main Menu at the bottom. Press the right arrow and the swirl will light up. Press OK to see a short feature entitled "Portrait of the Artist as a Bad Man".
Chosen answer: The spy glasses are not explained in the books, but it seems that these are symbols of the fact that they are in VFD, the secret organization we learn about later on in the series. Both Dr. Montgomery and Aunt Josephine's husband and brother-in-law, the Anwhistle brothers, are implied to have been a part of VFD.