They don't seem to do this anymore. Or, at least, not without paying some money. I think they have a "Hang with Penn and Teller"-like thing that you can buy VIP tickets for.
The other thing to note is that Penn and Teller are getting old. Penn is 70 and Teller is almost 80! Don't expect anything in their act which requires physicality anymore.
Maybe Vegas is different, but I saw them just a couple of weeks ago. They were doing a 50th anniversary performance at the place they did their first show together, the Minnesota Renaissance Festival. They hung around in the crowd for at least 20 minutes after the show, talking and letting people get selfies.
He has a speaking role in an old 1987 baseball movie, "Long Gone", with William Petersen and Virginia Madsen, as the son in a father/son partnership who own a minor league team (Henry Gibson was the dad). Very disorienting to hear him talk when I first saw the movie way back when.