"You've got red on you." At first, it's just a throwaway quip and kind of a burn on the unkempt Shaun, but those five words wind up being reused multiple times in Shaun of the Dead, and they take on new meaning.
It's a common pattern in these films: they echo lines of dialogue or sequences of action but twist them in some way and change their impact. Toward the beginning of Shaun of the Dead, Shaun guides Ed through a level of TimeSplitters 2; later, as zombies close in on them in the Winchester, Ed coaches Shaun the same way by calling out targets.
In Hot Fuzz, meanwhile, Nicholas Angel has his command taken over by the unassuming Sgt. Tony Fisher, mirroring an earlier scene in the film where Nicholas takes decisive control over a Sandford crime scene. Plus, Danny's ketchup packet prank - at first just an innocent joke meant to get a rise out of the hard-noised Angel - turns into a lifesaver later on when Nicholas runs afoul of the NWA.
In The World's End, Gary blurts out Peter Fonda's famous "loaded" speech from Wild Angels in the climax, which we hear as a soundbite during the opening scene. Andy also frequently grouses that there's no arguing with Gary - something that the aliens quickly discover for themselves (to their chagrin).