To me, it looked like they just took characters out of scenes from their shows. This was definitely done with the Larry David scenes and I'm pretty sure with the Big Love scenes. I haven't watched any of those other shows and I haven't seen season 2 of FOTC so I can't tell about those.
I know the entourage scenes were superimposed as well. Especially Jeremy Piven as Ari Gold. That's from a scene where he's talking to the Billy Walsh character and he says, "That's what I do, Billy. I connect people". So I knew that was fake. Same thing with the Adrian Grenier bit. But I didn't remember the scene with Bret and Jemaine from any of the S2 episodes.
I'll have to go back and find that scene (can't even remember what ep that was) because I wonder what Jemaine was really doing in that bit where it looks like he's feeling the cabinet. I think he may have been putting his guitar down.