How about this other one? A MC user described it as:
"The other time I remember Cookie Monster had a nightmare was after eating a whole box a birthday cookies his grandmother made for his birthday party. As he felt depressed that there are not any cookies left for his birthday party, He took a nap and dreams. It turned out to be a nightmare on meeting "The giant talking Monster Cookie." Thru the nightmare, The Monster Cookie tells Cookie Monster a sad tale on how he was turned into a cookie. He used to be a blue furry monster too. But eating so many cookies caused him to become a cookie and never had any healthier food. As Cookie Monster woke up from his nightmare, He wailed "What a dream! Oh, Very sad!" And then he declars that he will never eat cookies again (Because he also does not want to turn into a cookie, too). So he eats carrots, fish, and whole-wheat bread. And then he eats a cookie and remarked 'Well, Maybe sometime a cookie.'"
I also remember that skit and want to see it again!