For the record, Ross being a horrible monster did originate in the whole mind-control debacle debate that briefly raged on the internet. I believe it came from Ross saying it sarcastically that he was a horrible monster and then it kind of stuck.
The "immerse me" I believe was Cody being a smartass during an early New World game where Ross was trying to describe something, there was a lot of table chatter/questioning, so Ross just really bluntly stated what happened or the like and Cody demanded that Ross "immerse me." So now subsequently it evolved into bugging the GM into describing inconsequential details that have no real significance or meaning.
Layers upon layers is a good one. It was explained in one of the earlier episodes of the podcast. Believe it came from a review of something that was overly haughty and Tom and Ross decided to adapt it to sound "snooty"...