Answer:
Episode #4960 had a Double Jeopardy! round called "Hidden Books of the Bible" in which the name of a Book of the Bible was hidden within the clue, with the letters appearing in order. The $2000 clue was "From answers to questions; that's 'Jeopardy!'" and the correct question was "What is Romans?" (Taking Romans from the first two words of the clue, "From answers...." So, they technically did not ask/answer about Jeopardy, per se, but they have alluded to the show occasionally.