There is nothing wrong with watching some TV series, just make sure that whatever you put on your desktop wallpaper, which presumably can be seen by others, is fit for the office. There is not a hard guideline on this, as this depends on the type and size of the company, who can see your screen and overall culture. Some companies will be very lenient with stronger senses of humor, but if it's a tight ship, I would keep it way more on the non-offensive part.
IE. Random screencaps from the show will be fine as wallpaper almost everywhere. Scenes of murder, cooking illegal drugs, may not be as much, depends on the team. Have to keep in mind that some people may not be aware of the context of the TV series in question, so the picture has to stand on its own feet.
So pick accordingly, make sure it won't offend anyone, and if someone complains then change it. Simple enough, no reason to make it a bigger deal than it has to be.