Yes, nice catch. Looking at the actual lines in the scripts confirms the homage:
Double Indemnity: That’s a honey of an anklet you’re wearing, Mrs. Dietrichson.
The Naked Gun: That’s a honey of an ankle-bracelet you have there.
The anklet in Double Indemnity is being used as something of a fishing lure by a woman who knows what she’s doing. Given that, I suspect Jane’s comment (“Did it slip down there again?”) in The Naked Gun is meant much like “Nice dress” / “Oh, this old thing? I just threw it on this morning.” - Everyone knows it’s not just an old dress, and everyone knows an anklet doesn’t accidentally slip down onto an ankle. The humor is in the implausibility.