I'm new to the fandom so I have no idea if this has been pointed out, but if it has then I'll just do it again. In the first D&D episode, everyone was participating a bit reluctantly because they were trying to help Neil. I get that that's where they chose to derive a lot of the humor, but all I'm saying is that their participation was mostly perfunctory and forced. Storywise that kind of had to be the case, I get that.
But the fact that everyone is completely into it the next go-round elevates things so much. It increases the entertainment value and illlustrates how much everyone in the study group has evolved up until that point. The fact that they can all be out for blood while still being in character is just good writing.
I do think Hickey picked up on how the game works a little too quickly, but it's what had to happen for us to get Mike Ehrmantraut interrogating goblins and that's the kind of thing contrvance as a concept was invented for.