The mention of Mormonism as one of the religions that will "spill theirs just anywhere" in "Every Sperm Is Sacred" was ironically funny to those in the know at the time, since the publicly expressed attitudes of senior church leaders towards birth control were almost identical to the Catholic view (for different theological reasons, though). In recent years, however, the LDS Church has clarified its birth control position, stating that couples aren't restricted from using contraception, thus making them (slightly) more lax on the topic than Roman Catholicism.
Mr. Creosote serves as this both within and without the film. With the bath tubs of dairy based vomit FX going off by day three or so of shooting, he even began to affect the filmmakers themselves... In fact, if you look closely after he explodes, you can see several extras throwing up as they leave.
The headmaster's wife in the school sketch, with whom he has sex in front of the class, is Magenta
One of the dinner guests who get taken away by Death is Simon Jones. This is especially uncanny given that the afterlife appears to be some kind of restaurant. And humourously, he plays the husband of Terry Jones.
One of the elderly accountants in the "Crimson Permanent Assurance" is none other than the Supreme Dalek himself, under his human alias John Scott Martin.