If you are talking about the actual scheme or plot inside the episode's narrative:
"I just finished watching the episode '[S7E10] Master Plan'." [S7E10] Master Plan
Are you writing a of this episode, or just trying to figure out how to label it in a collection? If you are talking about the actual scheme
Use this if you’ve already mentioned the plan or if it’s the primary focus. ("The master plan was finally revealed.") [S7E10] Master Plan