This is their "good" appearance on Saturday Night Live this past weekend. I say that because, for some inexplicable reason, the show put them in an earlier sketch that was pretty week and the Cubs players's appearance was ill-conceived. It was especially dismal watching it live, thinking this this was The Sketch and only sketch they'd be in. Happily, it wasn't. This came later.
It's hardly great, but it's appropriate and perfectly fun. Alas, the graphic below gives away the additional surprise about who joined them in the sketch, but...okay, so now you know.