I think that Underworld reveals (more clearly) an aspect of paranoia that wasn't discussed really in Gravity's Rainbow. That is, when someone is paranoid, they already know the answer to their fears, and nothing short of an affirmation of such fears will calm their hearts. I think this aspect of paranoia is really well illustrated in the discussion about the census. "'Face the issue,' he said. 'What's the issue?' 'We have a right to know how many of us there are.' 'But you do know.' 'We don't know. Because the number is too dangerous. How threatened do you feel by the real number?'"(336) As you can see, he has already made up his mind about the facts. Nothing will convince him that the census data is accurate because he will simply claim that it has been manipulated.
Again with the cold war themes, this kind of paranoia reflects the fear of Communism we saw during the Cold War. It really reminds me of the kind of illogical interrogations where stating you were not a Communist only entrenched the prosecutors paranoia that you really were and just lying to him. In fact, this kind of reminds me of normal police interrogations where they persistently insist that you are guilty no matter what you say. Its easy to see then how you can get a false confession; they simply won't shut up or believe you until you tell them what they want to hear and already think is the truth.
On the subject of paranoia:
In that same section, Nick keeps insisting that he and Sims are not as paranoid as the masses: "But you and I. We go against the tide, Sims. The tide is easy, it's irresponsible. We're responsible men. We've established this. We don't believe there are secret forces undermining our lives" (335). And again on the next page: "We don't believe that what is behind an event is so organized and sinister that we have to make a science out of it." Obviously Sims is not with Nick on this one, and I don't think Nick completely believes this either. After all, he entertains the notion that the Lucky Strikes logo is actually a target, and the target was on his father's life-- obviously he believes in something sinister behind an event. His insistence that he is not as paranoid as the masses seems to be a desperate attempt to convince himself of that fact.
I think it's really interesting that there is this paranoia that exists in numbers. There's another quote that deals with this on page 307: "'Sometimes bad luck is writ large and plain.' 'What do you mean?' 'The clock stopped at seventeen minutes past five in the morning. five one seven, dear. Add the digits and you get thirteen.'" I think this shows how people try to tame their paranoia by searching for a reason behind accidents/disasters. They want to explain the unexplainable; numbers are a medium of logic and analytical thinking that makes their rationalization seem more valid.
People will believe what they want to believe, and what is paranoia really except someone believing something that seems implausibly connected (as in connect-the-dots) to the what the 'general' masses think? I suppose everyone is really paranoid in some way or another, and I'm not entirely sure it's a phenomenon of the Cold War time period or just a reality of human life. There's not really any way to know the extent of the connections between everything in the world, so for all we know it's all connected (DeLillo says this at the end of one of his chapters, though I can't seem to find where exactly). I guess my point is, who's to say paranoia isn't the correct belief?