I love professional puppeteers--even when they're joking 'out of character' they are still piloting their puppets as if the puppet was the one doing the joking--the Hensen crew is really fun to watch behind the scenes for this reason.
Professional voice actors are almost the same way and the ones I have seen wouldn't hesitate to get in character to do the same things. The only setback is that some VAs are bound by contract not to be filmed as said character doing something that would be considered off color. The VAs however break this rule mainly if there isn't anyone filming them around.