The clip of "The Muppet Show" that was being watched in the dream sequence was treated like a bit specifically filmed for the movie, up to the point of Kermit and Miss Piggy being in the credits as "themselves" (even though they were played by Jim Henson and, of course, Frank Oz in his second role in the movie after the ambassador).
However, the scene was not filmed for the movie in itself; The entire scene was the UK sketch for the Senor Wences episode, which only aired on British TV in it's original run due to less commercials allowing for longer airtime (which is ironic considering the movie's British setting and the dream sequence which featured the main character back home... In America).