Approval of God: Ronnie James Dio was very flattered by the band's song about him, to the point where he agreed to cameo in The Pick of Destiny. While it's true that the song tells Dio to retire because he's "too old to rock", Dio was apparently nonetheless flattered that Kage and Jables wanted to take up his mantle specifically.
He Also Did: Kyle Gass had a few noteworthy bit parts throughout the 2000s: he was the lawyer in Good Charlotte's video for "Lifestyles of The Rich and Famous," one of two staff writers at Walter's publishing company in Elf and cameoed in Wild Hogs as a karaoke singer.
"5 Needs," featured in the band's cameo in Biodome, didn't see an official release until Rize of the Fenix in 2012, and only through a limited-time pre-order offer on iTunes. It wouldn't see a proper wide release until 2020.
Their EP, D Fun Pak, only had one print run and now goes for close to a thousand dollars on resale sites, though bootlegs of it appear on YouTube from time to time.
Acting for Two: Scott Adsit's appearance in "The Greatest Song In The World" where he plays both a grumpy neighbour and the Devil.
The Danza: Paul, the open mic host, played by Paul F. Tompkins. And of course, Jack Black and Kyle Gass are also their real names.
Screwed by the Network: Part of the reason the show ended so quickly is because HBO, when offering them more episodes, wanted to remove Gass and Black as executive producers. Balking at this, they instead decided to record an album, and then produce a movie (which became Tenacious D in The Pick of Destiny).