RORY: Sorry [about making them walk through an alley to get to the diner].
LORELAI: No, this is good. This is like G.I. Jane but we get to keep our hair.
G.I. Jane is a 1997 action film directed by Ridley Scott, and starring Demi Moore as Jordan O’Neill, the first woman to undergo a brutal training program for a fictional military team similar to the real-life Navy SEALs. The character shaves her head so she will fit in with the other recruits.
G.I. Jane did quite well at the box office and received mixed reviews; Demi Moore received Worst Actress at the Razzie Awards. Of course Lorelai is over-dramatising to the hilt by comparing strolling through an alley one morning with a weeks-long gruelling training program complete with mental and physical torture.