> I also didn’t realize that almost all of the callers are uncredited celebrities.

Yes! That's another sort of 'easter egg' I found when I rewatched it. There was someone who sounded just like David Duchovny and I looked it up and down the rabbit hole I went.

Maybe I misremember but I thought they were credited. Now I need to rewatch the entire series to double check :)

I think they were credited in each season finale - a "Thank You for Calling" screen.

IIRC they're also credited in each episode credits.