FX and Joke:

In the "Art Gallery", highlight the dog tags on-screen to reveal early visual designs and special-effects tests for two grotesque mutants cut from the film's shooting script. In the "Trailers and TV Spots" menu, use your remote to highlight a rose in the screen's upper-left corner: You'll see a clip of an on-set joke.

This easter egg was generously submitted/corrected by SirDonk

Spiderman

From the main menu select "Special Features" then select "Theatrical Trailers" then from trailer A press your Left button to light up the flower and press select. This will prove that Spiderman does truly interact with the X-men world.

This easter egg was generously submitted/corrected by SirDonk

Hidden Clip and Sketches

The first ifs found in the Trailer and TV spot section. Move the cursor to highlight the Rose pattern in the background. This will take to a short clip with another Marvel superheroes cameo. The second is found in the Art Gallery. Select the Wolverine Dogtag. This is a small gallery of sketches for 2 characters that were not used in the movie, but possibly in as sequel.

This easter egg was generously submitted/corrected by DougieB