Dwight knew Tony Soprano
One of my favorite headcanons: Dwight almost certainly would've known **someone** from **The Sopranos.**
He was a New York capo before going to prison in 1997, right before story of the Sopranos begins. During the show's timeline he was locked up, but before that it's easy to imagine him crossing paths with Tony, Junior, Jackie Aprile Sr., or rater Johnny Sack through the New York mob scene.
Not saying they were friends, just that in the same universe, they'd definitely know each other's.
Btw, I also love the little Sopranos Easter eggs (Bevilaqua, "How's your balls") sprinkled throughout Tulsa King!