In Richard Connell's "The Most Dangerous Game," the author uses several allusions.
The first reference is that Zaroff and Ivan are Cossacks. In 2016, The Washington Post referred to the historical Cossacks and the intimidating reputation they earned in Russia. They were "descendants of fugitive Russian serfs," and were protected by the czars because they, in turn, defended the homeland against Russia's enemies.
...fierce horsemen with woollen papakha hats, sabres and horsewhips, best known as a buffer force on the borders of the Russian Empire.
When Zaroff tells Rainsford that he and Ivan are Cossacks, he is sharing with his guest their pedigrees as warriors—formidable and intimidating. This can be seen as foreshadowing, as Zaroff intends to include Rainsford in hunting human game. Zaroff lets Rainsford know that he and Ivan are well-trained and deadly. Eventually this will be important if Rainsford either joins Zaroff in the hunt or if Rainsford refuses—for then he would find himself fighting against dangerous odds.
"A baronial hall of feudal times" describes the dining room. The medieval period was a brutal time. Feudal lords were quite powerful and had little regard for the poor. It also creates a sense of Zaroff's appreciation for more uncivilized times when there was little able to control the actions of those in power. Zaroff proves to be such a man. These details add to the characterization of the general.
It is interesting to note that Zaroff invokes the name of God on one hand, and speaks of killing so easily thereafter:
God makes some men poets. Some he makes kings, some beggars. Me he made a hunter.
Shortly thereafter, he notes:
When I was only five years old, [my father] gave me a little gun...to shoot sparrows with.
It might be an ironic allusion that Zaroff speaks of God and sparrows in the same paragraph. Note the Bible verse:
Are not two sparrows sold for a penny? Yet not one of them will fall to the ground outside your Father’s care. (Matthew 10:29)
In this potential allusion, I sense Zaroff comparing himself to poets and kings with his sense of superiority—created by God. But by contrast, we find nothing caring about General Zaroff, and we see that while he perceives greatness within himself, he has no regard for any of God's creatures. This is abundantly clear when he reveals the "most dangerous game" that he hunts: men.
Again Zaroff provides an allusion to his country's past:
After the debacle in Russia I left the country, for it was imprudent for an officer of the Tsar to stay there.
Zaroff alludes to the Russian Revolution in 1917, during which time the Romanov czars were forcibly removed from power after the Bolshevik rebellion. Zaroff notes that he had to leave and that many he knew lost everything. We can assume that those supporting the former czar were considered dangerous: their lands were taken, while some may have fled in fear for their lives. In such a scenario, Zaroff might have been the hunted, doing all he could to escape and survive.
It is ironic and offers foreshadowing that the very things Zaroff experienced, he practiced on others and will, very soon, practice on Rainsford.