I think it is all the law enforcement angle. The first scene in season one, it was meant to portray Saul's overall paranoia as he thought it could be someone from Uncle Jacks crew (flight jacket, shaved head = skinhead/nazi), but that crew is wiped out in its entirety as is everyone that would want to seek revenge on Saul. The final scene of Saul, Walt and the talk about the Cinnabon it was all about Saul moving on from his life as a lawyer to evade law enforcement.