there was this one episode that i cant remember the name of it.. all i know is they found out that nanny had some choco cupcakes in the fridge or someting and they tried to get them. all i know is something happened and they were caught ..
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Maybe it was the episode, "Pigerella," b/c Piggy caught the other Muppets with cookies, and was trying to bring them back to the kitchen and then Nanny caught her. I could be wrong, but it's close to your description.
Don't Genius Live in a Lamp?-Patrick Star
It IS Pigeralla!
What are the purposes of signatures!!..