There's no conclusive evidence on that yet, but someone in YT comments suggested it and it seems entirely likely. We know they shot some pieces with E&B and Grover exclusively for the park when it opened and those got played on some international co-productions. None of these monster band things have turned up in any American episode we've guided so far, so where did they come from?
As you can see
here at 1:38, there's a bit of exclusive E&B stuff being shown in the Sesame Studio area. So my guess is there was some sort of music-based thing in there and these monster band pieces were shown there.