They all look great. It is amazing how much like a lion and how little like a bear Fozzie looks. Gonzo looks cool, and Kermit is awesome too.
They have used gonzo on a blue/green screens before. I think it is just cause he is the Tin-Man character. The tin-man was all tin (no human skin showing), so Gonzo, the tin-whatever would be all tin (no whatever fur showing.)