Giving a thought or two, there have been some TV shows and movies where celebrities make cameo appearances. Eddie Van Halen was on Two and a Half Men
as himself. And he was making fun of himself because he once made a comment that he comes up with must of his poop while on the toilet. In "This Is Spinal Tap" there are a few cameo appearances such as the old band leader from the David Letterman Show and some others. Lance Armstrong also appears cameo in Dodgeball, The Ultimate Comeback with a motivational speech about his battle with cancer. Col. Sanders also appeared in Little House on the Prairie where someone tried to mimic his business philosophy and failed.
I think as long as it's a well known person with some notable characteristics that are usable in the skit you could do it.