I've been watching the show all over again, with my kids. We are in Season 6 and there has been at least 3 mentions of JW in the show.
In one episode, Mulder and Scully get to a house and when they get there they realize the doorbell button has been ripped off. They look at each other and Mulder says "Frustrated Jehovah's Witness?"
Today we watched one of the latest episodes in Season 6 and they are knocking on someones house. When they identify themselves as FBI agents, the homeowner asks "Jehovah's Witnesses?". Mulder says "No, but we do have a free copy of the Watchtower if you would like"
I also recall another mention by the Lone Gunmen.
Was Mark Snow a JW by any chance or anyone connected to the show?