Frank Oz's appearances throughout his later seasons

[Jared DiCarlo]

Oz actually did do a few segments for Season 31 (not sure if they were voice only or if he was actually on set), but they were mostly those weird linking segments with Bert and Bernice and the ones with Grover in front of a purple background. That’s also him as Cookie in the new version of “What is Friend?” with Lulu. His characters also appear in a few of the new Elmo’s World segments that year, but he probably only did the voices for those.

EDIT: Just from looking at Muppet Wikia, it seems that almost all of these segments were filmed on December 2-3, 1999, which lines up with Oz’s statements that he was only doing two days a year by the late 90s. The Bert and Bernice bumpers, however, were filmed back in June.