EXCELLENT point Mgov.
I'd suggest that before you tackle the where, tackle the characters. Nail down what their weaknesses & strengths are, but do so in an organic way. Try slapping them on your hand and improvising a bit with another puppeteer.
Creation of good scenework comes from a creation of good characters. Each character, if they stay true to the core beliefs of the original character, can interact with any other well-developed character & always have a good scene. Why? Because those characters know the rules you've laid out for them in how they act & react to things.
After that, you can put them into any location, any situation. Think about Fozzie & Kermit on a bus...think of them at a hospital...what about outerspace or inside the ear canal of a yak? Then tackle the why & how of the situation...why are they in the yak's ear? How did they get into the yak's ear?
Good luck with it!