An obvious one would be one of the most famous episodes, the one about the patient who had reconstructive surgery to change her appearance, etc. You could imprint lots of things onto that, one of them being about the way the world looks at pious religious people, and even if the religious person tries to fit in they'll ultimately fail in the eyes of many, because their priorities and activities don't sync with that of many other people. So such people will be rejected to some extent for little more than being different, or because the other people simply don't want to have to deal with the religious person. Nonetheless when the surgery "is a failure" and doesn't look like a pig-person, the woman is encouraged to be optimistic in the face of this rejection, and accept who they are. It's sort of absurd in the way it happens, where people who are actually in possession of something good, nonetheless find it necessary to assure themselves that it's worth it to continue as they are, because the reactions of other people put doubts into their head.
Another would be the one where there is a bet that a man can't keep silent for an entire year, and the person takes the bet because he is desperate for money for a reason important to him. In the end it's revealed that the one man can't pay up when the other man fulfills his part of the bet and stays silent. Then the reveal is that the man who'd stayed silent had known he wouldn't be able to do it, so he cut out his tongue (or vocal cords, or something). This is something of an image of certain Orthodox converts. 1) Desperately in need of something, 2) makes important decision too quickly, 3) makes plans that are way beyond what is realistic, 4) because it can't be done he then goes further into extremes to try to live up to what he planned, and 5) he then ends up being hurt and damaged because of his conduct and doesn't even get what he thought he would. I suppose a 6) could also be added: it is shown that the thing which he had hoped, or part of the plan (the other person), was shown to be a fraud all along, and could never have given the silent man what he wanted, even if he had completed his end of the plan perfectly.
I guess the above isn't really ideas consistent with Orthodoxy so much as armchair literary criticisming. Regarding The Twilight Zone in general, I have fond memories of it from childhood/teenage years, but when I re-watched it on Netflix I was let down by how uneven it seemed from episode to episode, Also, the unnecessary plot holes or mistakes they made, like the amount of the bet mentioned in the above episode was at odds with the other money figures thrown around in the show. Still, I'd say that there are a dozen or so episodes that I'll go on revisiting every once in a while. (My favorite is the one about the spoiled boy who can make people disappear)