In the episode “Take the Deviled Eggs,” in reference to when Uma Thurman was introduced to Oprah Winfrey.
LORELAI: And what is with that name� Gigi?
RORY: It’s a cute name.
LORELAI: It is, because she’s copying me there, too. Rory? Gigi? Rory? Gigi? They’re identical.
RORY: They are not identical.
LORELAI: Two syllables, repeating consonants. Rory… Gigi…
RORY: Oprah… Uma…
LORELAI: Don’t mock.
While standing in Sherri Tisdale’s bathroom, Rory mocks Lorelai after Lorelai says how much Rory and Gigi sound alike and how Sherri was totally copying Lorelai on her name choice. Lorelai repeated the names several times to make a point, sounding just like “Oprah, Uma. Uma Oprah.” Rory is referencing when Oprah Winfrey was introduced to Uma Thurman.
Read more about when Uma Thurman was introduced to Oprah Winfrey