Sorry, but I can't come up with any good ideas for jokes. But I would suggest the some new sprites. I've found some great sprite sheets from FSA for all four links and Shadow Link, and I personally think the Zelda sprites from Minish Cap are better than the Four Swords ones. Just my personal opinion. I also think it would be interesting to see characters from other games, such as the Oracles or Onox.
Another idea just popped into my head; it's probably terrible, but it's worth a shot anyway. Maybe somehow the Links could end up having to go through scenes and scenarios from other games, like Minish Cap or (again) the Oracle series. I liked the scene in episode 2 where the links found themselves in the original Legend of Zelda, and that's probably what brought about this idea.
Alberground
Zelda's hand means Wedding with Zelda!!