I've heard/read the rumours about Jim Henson too. I think he wasn't (since not only is their film footage of him puppeteering right-handed, but there is also footage of him signing autographs right-handed), but Kermit of course was left-handed, precisely because Jim puppeteered right-handed. The confusion has probably arison because of Kermit The Frog, like most major Muppet characters) being Left-handed.
From watching TMS, it seems pretty clear that Louise Gold is the only one of the TMS puppeteers who puppeteers left-handed (and she definitely wries left-handed as well). And In the Tibby's Bowl interview (which was published on Muppet Central) with Louise Gold, she specifically mentions the problem on TMS of her puppeteering left-handed, when no one else did.
It is possible that other TMS puppeteers may have write left-handed (I recall reading a rumour on one of the Muppet forums that Dave Goelz does - the fact that he started as a puppet-builder is some grounds for thinking that could be the case), but Louise is the only one of the major muppeteers to puppeteer left-handed in general.
That said, for a time Jerry Nelson tried puppeteering left-handed (owing to an injury to his right shoulder), but evidently didn't like it because he switched back to his right as soon as he could).
Louise Gold and Mike Quinn are the only puppeteers I have heard about who puppeteer left-handed because they write that way. There are however some puppeteers, such as Richard Coombes who started as puppet-builders and they have a tendency to puppeteer with their oppsite hand to their writing hand.
As far as I know the instances of left-handedness amongst the muppeteers is as follows:
Terry Angus - writes right-handed, but puppeteers left-handed (he may have started as a puppet-builder)
Richard Commbes - writes right-handed, but puppeteers left-handed (because he may started as a puppet-builder)
Louise Gold - writes and puppeteers left-handed
Dave Goelz - puppeteers right-handed not sure about writing
Jerry Nelson - normally writes and puppeteers right-handed (but used his left for a while in the early-mid 1970s due to an injury)
Marty Robinson - writes right-handed, but puppeteers left-handed (?did he start as a puppet builder?)
Mike Quinn (the "geriatric penguin") - writes and puppeteers left-handed
Hope that helps
Emma