Fozzie Bear: Wow, that was such an expensive looking explosion! I can't believe we had that in the budget.
During the opening musical number, after the baker says "Life's a piece of pie" and Gary is seen grabbing a plate with a piece of pie on it and tossing it over his head, watch closely. It becomes obvious that this is a fake piece of pie that is attached to the plate. Similarly, right before that, he grabs a cake out of another baker's hand and gives it to Walter, and you can see he is pressing his fingers into the "frosting", yet he leaves no marks, nor has any frosting residue on his fingers, revealing that was also a prop.