We (BB watchers) knew he was Jimmy and that he said he changed his name because people preferred Jewish lawyers - that only explains why he selected a Jewish name. On BCS, we'll find out the exact circumstances that led to the name change.
So far I'm really liking the show. The connections to BB have been really fun - the Cinnabon* Mike, and Tuco.
In the penultimate episode of BB, Saul is being given a new identity and says something to the effect of "if I'm lucky I'll end up as a manager of a Cinnabon in Omaha". So the beginning flash-forward is a reference to that. Whether he's actually in Omaha is for the viewer to speculate. I definitely got a kick out of seeing him as a Cinnabon manager.