In the movie, as they sing the song they name fruits. Those fruits then appear and are eaten by the Nightmare. Here, Sayaka names Paul, who appears and cries for help from within the Nightmare's mouth. Kyouko and Charlotte watch in horror.
Sayaka's a fan of the Beatles (the entrance to her labyrinth reads "love me do"). It's also a joke on "Paul is dead," the old Beatles meme of Paul McCartney having been killed and replaced by an imposter, since Sayaka is dead.
No - you're - wrong I'm PAUL The round cake is red Is the cake Kyouko?
No - you're - wrong I'm RINGO Bebe likes the round cake Is the cake Mami?
No - you're - wrong I'm LENNON (Lemon?) [He was said to have been tired of being the "fat" Beatle, prompting a diet and fitness regime.] The round cake goes tumbling around Is the cake Akemi-san?
That's... wrong I'm HARRISON [Early solos from him begged the question if he was a "clumsy" guitarist.] The round cake is sweet. Is the cake Madoka?
No - you're - wrong I'm YOKO [Lennon would probably agree earlier on in their relationship; McCartney probably not too much.] Dividing the band brings sweet dreams
And the dream tonight is a bitter one The one on top of the plate is the cat's dream It's round and thick so let's dig in!
No - you're - wrong I'm PAUL The round cake is red Is the cake Kyouko?
No - you're - wrong I'm RINGO Bebe likes the round cake Is the cake Mami?
No - you're - wrong I'm LENNON (Lemon?) [He was said to have been tired of being the "fat" Beatle, prompting a diet and fitness regime.] The round cake goes tumbling around Is the cake Akemi-san?
That's... wrong I'm HARRISON [Early solos from him begged the question if he was a "clumsy" guitarist.] The round cake is sweet. Is the cake Madoka?
No - you're - wrong I'm YOKO [Lennon would probably agree earlier on in their relationship; McCartney probably not too much.] Dividing the band brings sweet dreams
And the dream tonight is a bitter one The one on top of the plate is the cat's dream It's round and thick so let's dig in!
Who is the round cake? No, you're wrong~No... Y-You're... wrong...I amI am... the... I am the AAAAAAAAAAAAAAAAA!! The round cake is r-e-d~ Cake, cake~ A round cake~ EH?! Is the cake Sayaka? Is the cake Kyouko?Paul.Paul McCartney: member of The Beatles.A Hard Day's Night