They never did "They Live." Neither have Rifftrax nor Cinemtatic Titanic. It would be cool if they did it on one of the new episodes (which I'll still watch despite Patton Oswalt lol).
I don't know if they ever said something about "perfume on a pig." There's still a handful of episodes I've never seen, though (mostly from the early Comedy Central years). I could also be forgetting a riff from an episode I've seen, though.