...Smithers and the gerbils? It was when Burns was interrogating Homer (AKA Pieman). He mentioned something about tormenting him with gerbils. We then see Smithers looking very....oddly....at a cage of gerbils.
Now, we all know that Smithers is gay. We also know that gays put gerbils in their rectums (look it up in google as gerbils+gays). So, these may be the very gerbils that Smithers puts in his rectum!
I think I'm pretty smart to have put this together.