Not going to ask too many questions about what happens in the episode itself, since obviously, it never meant to take itself seriously.
But still...
1) Why would the Dominion take Ishka (Moogie) as a hostage in the first place? The Ferengi aren't part in the conflict, and Ishka certainly isn't any combatant. What did the Dominion hope to gain by this (before Quark turned up with his offer of exchanging the Vorta for Moogie)?
2) Empok Nor. In the eponymous episode half a year before this one, we learn it's one incredibly dangerous place -- redundantly boobytrapped for all non-cardassians. And if those weren't enough, Cardassian elite soldiers are rigged to wake up to defend the station in case of any intruders, and the two we saw didn't look like they were the last . Yet in this ep, Empok Nor seems little more than an abandoned husk, where Ferengi (and Jem'Hadar!) can run through with abandon, facing no danger (from the station itself, or those Cardassians). So, what happened in the time between those episodes? I mean, surely, after escaping barely with their lives, they informed Starfleet, but still I find it hard to believe, that in the middle of a ravaging war, Starfleet would commit the resources to "delouse" the place, instead of just posting a message "Stay away for the time being". Neither can I imagine they sent a polite message to the Cardassians: "dear enemy, please be so kind as to remove the obstacles you left behind at Empok Nor" -and besides, the Cardies would be tied up in the war effort in the same way. So what happened here?