Abigail: Are you talking about God, or about Hannibal?
Will: Hannibal is not God.
Me, three days ago.
Granted, this is not precisely a hidden thematic thread in the series, or in the meta about it, both fannish and official, but still, minor moment of yay.
That said, Will's theological ideas are fascinating, specially in the way in which he describes his idea of God using exactly the tone and vocabulary he uses when describing serial killers... which echoes Hannibal's vision of God, as well (by the way, his "science fiction" comment there is a dead giveaway of Will having read Philip K. Dick, IMHO, which is quite a thing to meditate upon).
There's an interesting duality here: Will empathizes with God as psychopath, an empathy that prevents him (applied to other people) from imitating Him. Hannibal knows God as predator intellectually (e.g., his news clippings, and more generally his entire life), yet he can't empathize with Him or anybody, what paradoxically allows Hannibal to imitate/try to become Him. In a way mostly orthogonal to Hannibal-as-Devil, there's a thread there about how radical empathy and radical lack of empathy can play out in a context where the root level of the universe is essentially bad (as, metatextually, that universe's clearly is).
Enough rambling, back to the episode.