In Clare In The Community, a Radio 4 comedy series about a social worker based on a comic strip in The Guardian, reference has been made to a comic strip in The Guardian about a social worker, which Clare doesn't find funny. In addition, Richard Lumsden, the actor who plays Ray, was apparently an old schoolfriend of Brian.
In Hancock's Half Hour, Tony Hancock's character has a radio show, but his co-stars don't appear in the in-universe version - except in one episode, where a character played by Kenneth Williams recognises Hancock and Bill Kerr by their voices, because he's a regular listener (he thinks it's mostly rubbish, except for Kenneth Williams!).
In The Ricky Gervais Show, Karl pitches an idea for a movie about a failed actor who gets his brain placed inside Tom Cruise's body. When Karl is asked who should portray the actor in his original body, Karl suggests Ted Danson. Stephen is quite perplexed about the concept of a universe where Tom Cruise is still a famous actor yet Ted Danson isn't.