So, then: Is Moff Gideon building the First Order? And do those failed cloning experiments we see in the Imperial base on Nevarro have anything to do with the creation of Snoke or the resurrection of Palpatine? Those intriguing questions, along with the possibility of The Mandalorian tying into the larger Star Wars lore as a bridge between the original trilogy and the sequel trilogy, provide some chewy bits in what is primarily an entertaining hour (well, 39 minutes, including credits) of pyrotechnics.
I also get the sense that all those black suits in Gideon's metal wardrobe have a significance that goes beyond the film scope of my knowledge of Star Wars lore. When this series shows me something that seems to be appended with exclamation marks (see also: Darksaber) and I'm not sure why, then I have to assume I'm missing a few details. Either way, he's a Man With a Plan.
Those details provide some intrigue following an action show that hurtles from one big set piece to the next. Mando arrives on Nevarro, site of the very first episode's opening scene, where he's reunited with Greef Karga (Carl Weathers) and Cara Dune (Gina Carano), who enlist Djarin in a plot to infiltrate and destroy a nearby old Imperial base; they're joined by Mythrol (Horatio Sanz), who was recently freed from carbonite and lends some comic relief.
Since there isn't much to scrutinize besides the action, I'll say that some of this is really great — like the extended centerpiece where our heroes, in a tank-like Imperial transport, are chased through a ravine by TIE fighters strafing them. On the other hand, a lot of the shoot-em-ups on the base feel needlessly protracted and overly reliant on clichés where our heroes are vastly outnumbered and yet somehow able to overcome insane odds because stormtroopers are so incompetent.
For comic relief, which "The Siege" deploys effectively, we get Mythrol reluctantly bumbling his way through the action, and also Baby Yoda enlisted by Mando in a classic game of "red wire, blue wire," which ends with a comic electrocution (don't worry, he's okay). Also, a cute scene where the little tyke gets put in a classroom and uses the Force to steal his classmate's candy.