I can only recall one, where they mentioned the S-1 crime and the Detectives involved on a newscast that was playing in the police station. But it seemed to be kind of gratuitous as they didn't say anything else about it and it ended up having nothing to do with the S-3 crime or its aftermath. Seemed to me to be just an easter egg for the fans who saw S-1.Season 3 has some pretty big Easter eggs/callbacks to Season 1 so I would say watch Season 1 first...plus that season was pretty great with Matthew McConaughey and Woody Harrelson in the lead roles
But I do agree that S-1 was great. The best of the three by far, IMO.