Let's not forget the "explosive" ending to the Koozebanian Mating Ritual sketch back in season 1. I'll bet there was a lot of laughing and giggling and nudge-nudging going on backstage during that one.
Yes, I'll rate Raquel Welch's duet with Fozzie as a "cheeky" moment...wonder how much ribbing Frank got from the others during that one? Not to mention the cold opening:
Scooter: You don't have to wear those skimpy, revealing costumes!
Raquel: Oh, really?
Scooter: Not unless you really want to.
Group of male Muppets in doorway: Oh, please want to!
On the somewhat tamer end of the spectrum:
Scooter: (swooning, and rubbing his cheek) She kissed me, right here!
Fozzie: (disgusted) Oh, why don't you go have your cheek bronzed or something?
Okay, there were a lot of "cheeky" moments on the Raquel Welch episode.