I'm not sure if the interview means that quite as literally, as one could take it, but the following are some X-Men Easter Eggs from the second season (so far).

In episode 2.01 Cary Loudermilk namedrops Shi'ra, an alien Race known in Marvel comics & X-Men (introduced in X-Men #97), most notoriously apart of Dark Phoenix Saga, which Dark Phoenix also featured in an upcoming X-Men film. In addition their Empress, Lilandra, was once married to Charles Xavier in one of the timelines. In Legion (The TV series, like the comic) Charles Xavier is David's father. In Episode 2.01 Ptonomy Mentions "The Lazarus Affair" & uses the phrase, 'new mutants'. (New Mutants is also another upcoming X-Men film featuring characters from New Mutants comics) Lazarus is the name of a character who is part of a genetic weapons program, and who was thought too dangerious and should cease to exist. The character's sister is Domino, who is currently featured in Deadpool 2, whom is also referenced in Legion season 2 during a Division 3 sequence featuring a numbering system that is done like domino patterns instead of numerals. The plot of season 2 of Legion is in part a debate being shown through parallel universes if either David, more than The Shadow King, needs to die for the world to be safe, both, or neither? Beehive aesthic/motif of Division 3 playing to General Fukuyama's beehive-mind androids, The Vermillion, seems completely opposite to an "X" motif. David at one point says, "Boost my signal!", which could be a reference to Charles Xavior and Cerebro. In 2.02 Kerri Loudermilk has a "Rogue" hair streak. Rogue also had an Aunt named Carrie. The Vermillion are the name given to Fukuyama's androids. In some ways they could be seen as succesors to the Sentinals in Days of Future Past, which like Legion season 2, is playing with multiple universe to possibly change the time line (ie: Future Syd + 2.06 multiple universes). They also are like the Cuckoos too, which are currently featured at the end of season 1 of The Gifted. The Gifted also is borrowing elements from Days of Future Past and like Legion takes place in another time line/universe from the main X-Men films. As mentioned, epsiode 2.06 features a few alternate parallel universes. In one, David has a standoff with Police, similar to Magneto in the X-Men films. In episode 2.10 David is seen wearing a black and orange outfit reminiscent to his comic counterpart in X-Men: Legacy run.

Here are some links to some sources: https://www.gamespot.com/gallery/all-the-x-men-easter-eggs-and-references-in-legion/2900-1957/

https://www.bustle.com/p/the-marvel-easter-eggs-in-legion-season-2-link-its-trippy-world-to-deadpool-the-new-mutants-8671018

NOTE: If I find or remember more, I will comeback and update.

Addiitonal X-Men Stuff:

Some of these easter eggs, including a lot of beautifully filmed desert scenes, such as The Shadow King and David & Syd searching for his body, also adds up to referencing the Age of Apocalypse storyline (and by extension the X-Men film, Apocalypse),as the Shadow King, being from Egypt and being as old as the dawn of man, becomes an agent of the character Apocalypse, who is then used to hunt down other telepaths. This storyline also includes Domino.

In addition, besides figuring into one backstory of Professor X, the Shadow King also (in the comics) figures into the backstory of the character Storm. Storm is a character whose power is shown by a change in her eyes. During Legion's second season (2.05) The Shadow King takes Lenny Busker up on her request to require a new a body, in which he

exorcizes David's sister Amy's conscious from her body.

The results are that Lenny looks like herself, except she has that character's eyes! In episode 2.09 the character goes to out to use her new body, and there is a song by Nicolas Jaar titled, Space is Only Noise If You Can See with lyrics, "You used to check the weather, now you stopped that". Storm's powers are about summoning thunderstorms and using their electrical power. This episode also features a couple of "electric" themes,

from an electric sign and place called The Blue Octopus and a blue vintage car teleporting from the Blue Octopus parking lot to the desert.

Although it's true Legion has nautical themes/motifs in which the Blue Octopus fits into, the word Octopus has similar letters and sounds to the word apocalypse AND one plot feautures an end of the world scenario seemingly coming from a character from the future of the current timeline, taking to a couple of the main legion characters to try and change said future.