Most of the sketches were shot in the trio's houses.
The shorts were originally filmed as part of Stella's stage show. The idea behind the early shorts was that the shorts had taken place a few hours before the show, and that was the reason the group appears dressed in suits in the shorts. In fact, the suits they wore in the shorts were to match the suits they wore during their stage act.
The Gothic versions of Michael, Michael, and David in the "Saturday" short are a call back to characters in Stella's stage act (which accompanied the "Saturday" short).