From memory, we need to know in-depth all the episodes. If unspecified, my teacher recommended referring to 3 episodes. However, if they specify a particular episode or a particular number of episodes, then of course you do what they ask.
We're still studying this module; after the holidays, we'll finish watching and analysing the last two episodes in class, then the trials will start. At this point in time, the episodes I know the best are 'We Ain't Got Dames', 'The Siege', and 'Add Sex and Stir'. However, in the end, you'll need to know all the episodes.
We don't know what the examiners will ask us. Sure, it's easier to say, 'No, nevermind: I'm going to write about this, and that'. However, if the question specifies something, you'll be stuck. It's safer and probably wiser to take notes on all the episodes then find common links (i.e. thesis statements) between them.