A Very Supernatural Christmas - S3-E8
Revealing mistake: When the boys are tied up and the pagan gods are preparing for the ritual, the second time they cut into Dean's arm the knife is pressed along his arm and the blood is removed showing no cut at all.
A Very Supernatural Christmas - S3-E8
Continuity mistake: In 'A Very Supernatural Christmas' (S3E08), when the Gods are beginning to sacrifice Sam and Dean, they slice Sam's right forearm. However, at The End of the episode, Sam has his left forearm bandaged, not his right.
Answer: Angels themselves may not have genitalia, but their vessels do. Nephilim occur when an angel in a vessel reproduces.
Greg Dwyer