You walk in with your head held high, you'll be the John Dillinger of the Metropolitan Detention Center.
Walt has not much time left from dying of cancer so Saul is implying that he just live the few years he still has with his family before he dies (escapes)
John Dillinger was a beloved bank-robber during the Depression-era. Media reports in his time were spiced with exaggerated accounts of Dillinger’s bravado and daring and his colorful personality.
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