One photo showed Gillies, Slater and actor Aaron Simon Gross posing together on a couch backstage, while other photos show Grande in various costumes.
"Nobody does it like you, dingus. What a treat it is to watch you use your many talents and gifts and use them so effortlessly well," Gillies wrote in the caption. "Another brilliant episode. Not to mention- it was the marvelous @fayedunaway's last episode. AND- CHER! PLUS CHRISTMAS! I fear my heart might've grown three sizes last night."
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Grande, 32, also shared photos and videos from her week hosting SNL.
Grande and Slater, who met while they acted together in the two-part film adaptation of Wicked, began dating in July 2023. A source told PEOPLE in November that the couple's relationship remains "the real deal" while they both navigate busy schedules.
The Wicked costars were on hand to celebrate their other costar Bowen Yang's final episode with SNL.
Yang, 35, joined the series' cast in 2019 and was the show's first Chinese American cast member; he took on the studio 8H stage in New York City one final time with an emotional sketch that featured Grande and Cher. Yang portrayed a Delta One Lounge employee working his last shift as a nod to his final appearance.
"I loved working at SNL, and most of all I loved the people," Yang wrote in a Dec. 20 Instagram post addressing his exit. "I was there at a time when many things in the world started to seem futile, but working at 30 rock taught me the value in showing up anyway when people make it worthwhile."