The fill in producer of Frasier's show falls asleep while he was supposed to be working, then later complains to Frasier that Frasier should have awakened him after the show was over. Bulldog's show is right after Frasier's, and in the same studio. Roz would certainly have kicked the sleeping producer out of her chair.
You can see Dan Butler's actual underwear under his boxer's when he's in Roz's bedroom.