A new series of the classic sketch show, which also stars Paul Whitehouse, Charlie Higson, Caroline Aherne and Arabella Weir, launched on the Foster's Funny website last November.
The episodes mark the first original material from the Fast Show gang since a one-off special in 2000. Its last full series concluded in 1997.
Speaking to Digital Spy about working on the show again, Thomson declared: "It was great, it was a joy. I forgot I got paid for it. It was like stepping into a comfortable pair of slippers again.
"It was a little bit of history coming back again, so it was very exciting. And we hope that the show gets picked up."
On the Fast Show's chances of renewal, Day confessed: "It's nothing to do with us. It's Paul and Charlie's show, we just work in it."
Thomson added: "I'd rather do it on TV, but if [online comedy] is the way forward, which I think it probably will be, it's nice to be there in the early incarnation of it. And hopefully people will take the lead from us. But it's been popular."
The pair will soon be returning to screens in new travelogue No County For Old Men, which sees them tour the counties of Great Britain.
"It was a great job, we can't deny that," Thomson said of the series. "It was a genuinely enjoyable experience on every level. The downside was the weight gain, because we ate way too much."
"[And] not seeing your kids," Day continued. "And trying to pretend to your wife that you're having a really bad time when you're having a right laugh."
No County For Old Men begins on History on April 17.
> 'The Fast Show' premiere: 'It's been a joyous reunion' - video
Watch the latest episode of The Fast Show from Foster's Funny below: