I'll agree with you on the puppets not having much character and also the chemistry thing. We haven't seen any clips of Brian and Bill working together though, and i thought Brian and the lady had some chemistry. The others didn't have much though at all. I thought the original intro sketch with Brian and the female puppeteer with the dog was funny. I thought the hot dogs was lame, and the other sketch thats on here, George Michael, mildly funny. As i said i think they are starting to do some good work and i think might be onto something.
I think they oughta get Brian's main character from the intro presentation to be the host rather than having a human host, cos i thought he was good introducing the concept and the human guy just looked out of his depth and was flat. They oughta have advance notice of who the host is going to pick and what they'll be asked to do (yes i know its improv, but they can have some basic ideas) so like the audience are given suggestion cards before they go in or something and get picked from that. Perhaps the actual sketch should be worked out prior, but the puppeteers have to work in certain lines, extra characters or props thrown in by the audience. The puppeteers did a lot of improv training, but i'm not sure they all work together that well - they definitely need Bill and Brian together and have a strong lead puppeteer in each sketch.