Agree that it was more laid back than expected. The "future dream" by the lady reminded me of the end of "Raising Arizona" (by far the best Coen film, IMO). The way Hanzee killed Ed (the butcher) and then disappeared reminded me of the end of "No Country for Old Men". I am sure there were other parallels, but those two stood out for me.
Still not sure what the flying saucer was all about.
I suspect that was the point though.
I started to wonder if Hanzee turns into the BBT character in the first season, given that he was going to get extensive plastic surgery. But it seems a bad fit no matter how much plastic surgery.
As it turns out, he likely was the head of the Fargo mob in Season 1:
http://www.hitfix.com/whats-alan-watching/how-the-fargo-finale-revealed-a-hidden-secret-from-season-1