If you are writing an essay or a blog post, the most natural way to phrase it is: "In the episode 'Master Plan'..."
Use this if you are introducing the concept for the first time. ("Darth Sidious set a master plan into motion.") 3. In a List or Citation
Are you writing a of this episode, or just trying to figure out how to label it in a collection?
Use this if you’ve already mentioned the plan or if it’s the primary focus. ("The master plan was finally revealed.")
" The '[S7E10] Master Plan' episode is a fan favorite." 2. Referring to the "Plan" within the story
If you are talking about the actual scheme or plot inside the episode's narrative: