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Little Egypt
was the stage name for two popular exotic dancers, Ashea Wabe who danced at the Seeley banquet at the 1893 World's Fair and Farida Mazar Spyropoulos, also performing under the stage name Fatima, appeared at the "Street in Cairo" exhibition on the Midway at the World's Columbian Exposition, held in Chicago in 1893. Wikipedia entry

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ukelele
Ukeleles also appear in Gravity's Rainbow. According to Jules Siegel's article, "Who is Thomas Pynchon, and why did he take off with my wife?", Pynchon himself played the ukelele in college.

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Imbottigliata!
Italian for "bottled"?

Dahlia Rideout
A child who drinks and the unexpectedly sexual nature of her father and Chick's discussion of her recall Bianca from Gravity's Rainbow, another child given certain adult characteristics.

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a l'étouffée
French, meaning a dish fried in a pan. So, pan-fried alligator meat.

Khartoum... Mahdi's army... Oltre Giubba, instead of down in Alex
Khartoum is the capital of Sudan. The Mahdi army was an Islamic group in the 1880s that advocated a return to strict Islamic values and battled with the government of Khartoum and Egyptian armies. More on these convoluted events at the Wikipedia entry.