It's weird because I don't think he nailed his own character. It didn't feel like Heisenberg. It felt like a cheap imitation. I guess he is understandably out of practice.
It doesn't feel like Heisenberg because he's in a cheesy comedy setting. It's near impossible to take a super serious never intentionally funny character and expect him to be in breaking bad mode in a skit like that.
Did he stick around to play pee pee games with the cast during the credits or did he leave after his skit?
Agreed. As others have said, the character just doesn't work in the setting - because it is a comedy setting. Had Walt's character had a steady flow of comedic moments, kind of like Saul the lawyer, it could have worked better.