Saw it again! Here's a few things I noticed that I missed the first time - let me know if you saw these too!
When Domenic is explaining to the Muppets that Walter left, you hear someone (I think it's Lew Zealand) say, "You can leave the Muppets?!"
When the Muppet Newsman is talking about Kermit and Piggy getting married, the graphic in the top-left corner has a picture of a newspaper with the caption "SLOW NEWS WEEK: MUPPETS DOMINATE HEADLINES".
During the Interrogation song, when Jean and Sam are singing and talking about how the Muppets are too dumb to have committed a crime, you can see behind them through the glass into the interrogation room, and Fozzie is sitting there, intently flicking the light off and on - kind of illustrates their point! (I missed it the first time because I was focusing on the lyrics of the song).