Continuity mistake: When Mr. Bean is sleeping on his bed, you can see his teddy bear's head. In the next shot after the nightmare, the teddy bear's head is gone.
Revealing mistake: When Bean silences the guest in room 427 after they were playing loud music, he accidently locks himself out. Later when Bean crawls under a carpet past his room to hide from a kissing couple, room 427 has changed into a fire exit (you can see the room number has been replaced by a fire exit sign).
Answer: Don't think it was an actual programme; more likely just sounds they recorded themselves.