Dress up like a tailback
It is a gibe at the bodyguard's past as a football player:
Lonny was a promising Defensive Tackle for Clemson University, SC, and was drafted into the NFL but cut 5 weeks into the season. - The Newsroom Wiki
A tailback in American football is a fast and elusive running back who receives handoffs and shallow passes and advances the ball by running with it. One of a defensive tackle's primary jobs is to tackle running backs before they can advance the ball; Will implies that Lonny was a failure in the National Football League because he couldn't lay a hand on his targets.