In an episode of The BBC radio comedy series Revolting People, set during The American Revolution, Samuel, the main character, has a dream that he's gone to hell for refusing to pick a side. Satan turns out to resemble redcoat Sergeant McGurk, played by co-writer Andy Hamilton. Hamilton also writes and stars in the radio comedy series Old Harry's Game, as Satan.
The radio adaptation of books four and five in The Hitchhiker's Guide to the Galaxy series features a cameo by David Dixon, the actor who played Ford Prefect in the TV version of the franchise; Arthur Dent drives Dixon's clerk character to distraction claiming they've met somewhere. (Sandra Dickinson, who played Trillian on TV is also in the show, but since she's playing.. an alternate version of Trillian.. she doesn't really qualify as an Actor Allusion.)
Similarly, Rob McKenna, the lorry driver who picks up Arthur in So Long And Thanks... is played by Bill Paterson, who appeared in the second radio series as second in command of an Acturian Megafreighter which picked up Zaphod. Word of God is that this was an intentional allusion, from Space Trucker to Earth trucker.
Let's not forget that it is explicitly stated that the other Tricia McMillan has blond hair, as the TV Trillian was portrayed.
In the Hamish And Dougal Hogmanay Special Dougal (played by Graeme Garden) is confused as to who special guest Tim Brooke-Taylor (playing himself) is.
Hamish: Oh, you must remember! The Goodies! He was in that! Dougal: Was he? Hamish: Oh aye, there was him, Bill Oddie and er... Dougal: The other one. Hamish: Don't remember him.
In an episode of The News Quiz, hosted by Sandi Toksvig, a musical clue for a question about children's television naturally went for the theme of No. 73, a 1980s Saturday Morning Kids Show hosted by Sandi Toksvig.
Carrie Quinlan: Oh, I used to love that! What was the name of the really old woman who was on it? Tiny, she was! Andy Hamilton: Nah, it was a puppet!
Sandi then got a round of applause from the audience for still remembering the intro for the daring, dazzling, devestatingly dangerous, death-defyingly dull Sandwich Quiz.
In Cabin Pressure, Martin Crieff names The Hound of the Baskervilles as a book that sounds more interesting with the final letter of its title knocked off.
He also does a bit of sleuthing in Paris, which prompts Arthur to compare him to... Miss Marple.
An example that overlaps with Self-Deprecation in The Alan Davies Show, wrttien by and starring stand-up-comedian-turned-actor Alan Davies: in the episode "Mr Strawberry", Davies' character (also called Alan) dismisses one of the cast members of The Gay Miner as "Not a real actor, just a stand-up comedian who's suddenly decided he can act."