I disagree with Ardhamon...
I think what's so interesting about Mickey is the fact that he IS such a dick and that we DON'T know anything about him. He's not supposed to be likable, he's supposed to be a dick. Thus, his name: Mickey the dick. I think it's interesting because there's clearly a reason for his outlandish behavior, but he doesn't want anyone to know what it is and doesn't want anyone to feel sorry for him, which in response makes the viewer want to know about him much more. In that light, I think this is one of the best episodes because of all the questions it leaves unanswered, despite its shortness. Why is the boss so desperate to keep Mickey that he would point a gun at him? Why doesn't Mickey shoot HIM when he gets the gun? What does Mickey know about why VGV kidnapped him that we don't? And much more.
On that note, I hope this gets continued; I share the theory that the boss is somehow genetically related to Mickey, but even if this isn't the case, I definitely want to know or see more... you wouldn't leave us hanging on this and not go any further with it, would you...?! Dx Don't do that to us, man.