The answer came on Monday in the show's season finale. A "Chicago sunroof," it turns out, is the act of taking a **** in someone's open sunroof. As Jimmy says while hosting Bingo:
"Now, Chet drove... And this will give you an idea of exactly what kind of a douchebag this guy was... Drove a white pearlescent BMW 7 series with white leather interior. [Chuckles] So, I saw that thing, and I had... I'd had a few, like I said. And, uh... I climbed up top, and I may have... Defecated, uh, through the sunroof. Not my finest hour... I'll grant you that. But that's what a Chicago sunroof is. Now you know. [Chuckles] It's a real thing. I didn't make it up. I'm not the first person to do it. There's a name for it."
Also, squat cobbler is worth a look-see.