Obviously, there's extra effort that goes into having multiple characters from the same performer in a scene together, which is one of the reasons why Cookie went to David Rudman instead of Eric Jacobson like Frank's other characters, so those two characters could interact together in scenes with greater ease. I remember an old Letter of the Day insert that started out with Frank doing Cookie, but then after a break and we came back, David performed Cookie for the rest of the bit while Frank had switched to Super Grover.
If I'm right, this might have happened in two bits for the letters N and O.
In the first one, Super Grover intervenes, but is too exhausted to do much good. Cookie Monster says, "Maybe you need a nap!" So Super Grover asks Cookie to hold the cookie while he lies down, with predictable results.
In the second bit, Cookie wraps the cookie in a package and asks Mailman Grover to take it and hurry. Grover returns later with a package for Cookie: the same one that Cookie sent off in the first place! But to me, it sounds like Frank did BOTH voices. Maybe David lip-synced to Cookie's voice, while Frank performed Grover's voice and puppetry. Any thoughts?
**Side note: If this isn't a great example of Frank's uncanny ability to ad-lib lines, I don't know what is. "What style, what design, what savoir faire!"