As an Aussie, it's great to see that sort of humour appreciated elsewhere
The series was inspired by a short film Scott Ryan did called 'the magician' all the way back in 2005. Nash Edgerton (actor Joel's brother, who was also the guy who went flying backwards through the glass door for refusing to give Ray's daughter the unicorn) saw it and helped him re-edit it and it got local release in a small number of cinemas and gained a bit of a cult following. It's the same character essentially, but the movie was set in melbourne. It's where the reference one of the crime bosses uses ('you know who that is, that's the magician' or words to that effect) when speaking about him to a colleague
They shopped the idea around for a series and almost got it off the ground in the US but it didn't eventuate.
The final episode where he's driving taxis (not a huge spoiler) is actually an in joke, because after having no luck getting the series off the ground Scott Ryan ended up driving taxis in a country town called Echuca (if memory serves, this is local-ish to me if anyone cares) when they finally managed over a decade later to get it green lit by our ABC and then re-newed for a few series.
A couple of the actors who played crims were ex rubgy players (one quite famous, one less so, but still known) which was not a bad idea as they look solid enough if that makes sense.