(Specific citation styles may have different requirements, and certainly some things are supposed to be underlined and others in quotes, but just because something isn’t published doesn’t mean you shouldn’t put quotes around the title. Or do I misunderstand you, Doc?)
(Oh, and JoCo did literal air quotes in Part 2, then realized he was being audiotaped and remembered to specify that he was air-quoting. I picked up the habit from that, not entirely consciously.)