Sounds like the "Survivorman" episode from "The Office". I gotta admit, that was one of few episodes that I've actually seen of The Office. One of the office guys tried to hide behind the scenes to support his boss and "protect" him. I suspect the Will Ferrell episode will be similar to this.

Ray Mears and Ewan McGregor did an episode together but that was far from a Will Ferrell comedy. McGregor does haves pretty decent skills and was a serious student.

To my knowledge Les Stroud hasn't done any shows with celebrities but Ron Hood has taught many people outdoor skills including Backpackers's John Viehman. (Ron loves messing with people especially when he gets them to eat bugs!)