That monologue is so funny, because I'm pretty sure they hadn't had any idea that was part of Bayliss's biography till that very episode. He'd been introduced as a former part of the Mayor's security detail, but that was all.

This was a point where having recently read the book was cool-- the real cop that Bayliss is (largely) based on was on the Quick Response Team for a few years, and did the Mayor's security detail as a short-cut to Homicide. It's cool to see that tidbit show up in the show.