The episodes are very brief, and yes, re-using assets is a bummer. However. These are just fun little stories of various ways Alan and others wrote ideas to try and complete Return. So they don't need to be canon events for their respective characters. As far as the links between this and Control, Jesse in this episode is the Jesse before she found the Oldest House, but after she discovered the slide projector in Ordinary. This is why she has no powers. She's not yet taken over from Trench and has no sign of interactions with the Astral Plane or the Board. Polaris is present, but I think she originally came from the Slide Projector.
