On Set with Walter is an 8¼ minute featurette on the Region 2 version of the Muppets Most Wanted Blu-ray.

Speaking directly to the viewer, Walter hosts a behind-the-scenes view at the making of Muppets Most Wanted. He briefly speaks on set with Kermit the Frog, Scooter, Miss Piggy, sound mixer Steve Cantamessa, special effects supervisor Stefano Pepin, director's assistant Kacie Calhoun, production assistant Alex Campbell, second assistant director Harriet Worth, Matt Vogel, Eric Jacobson, David Rudman, grip Paul Hymns, key grip Gary Hymns, dialect coach Jill McCullough, Warrick Brownlow-Pike, and Rob Corddry.

Brief footage of Lady Gaga and Tony Bennett on set is also included, as well as a clip with Ricky Gervais and Pepe shot at the same time as a video Gervais posted on social media before the film was released. (YouTube)