Plot hole: The team starts to break into the Pierson building from the roof. But how did they get to the roof? It seems to be a pretty high stand-alone building.
Suggested correction: This is a question, not a plot hole.
It's a plot hole phrased as a question, perfectly valid. Given there's no obvious answer it makes more sense to have it as a plot hole, otherwise it's a question which gets the answer "there's no answer, it's a plot hole" and then gets listed again as a mistake.
I disagree. Not knowing how a character got to a certain location doesn't constitute a plot hole. There are many reasonable explanations for them getting onto the roof. They're professional criminals, and one of them is a cat burglar.
Deliberate mistake: When filming the fake movie with Sophie playing the nun, many holes are made in the door, but when she slowly kneels to the ground, there isn't a hole behind her, so it seems like she's been miraculously saved. But as the scene continues, the nun starts to bleed and dies. Technically, they couldn't safely put a squib that close to her. (00:21:15)
The Snow Job - S1-E9
Continuity mistake: After the mark has seen the fake MRI, he's talking with Nate and Sophie in the hallway. Nate walks away to the back of the shot, but in an instant, he's right back behind the two of them, saying, "Whoa, Whoa."
Continuity mistake: At the beginning of the episode, the priest is mugged. As he's lying on the ground, his face looks fine, but in the hospital scene he has a huge gash on the right side of his forehead.