Skip Mayan room puzzle:
At the first set of tiles in the puzzle, click the exact location in the decoration above the puzzle . Nico will flash the statue and the door will open.
Beneath A Steel Sky easter egg:
When Nico gets to the tube, put a coin in the vending machine slot and take the chocolate. Walk to the right and try giving it to the ghost. She will not take it. Then, walk to the end of the platform on the left. An exit is now open. Enter it to see Robert Foster, the main character of Beneath A Steel Sky.