Holden and Dennis attempted to recover their marriage after the infidelity hit the headlines, but they ultimately divorced in 2003.
Morrissey, 61, made a guest appearance on the Restless Natives podcast, hosted by Line of Duty star Martin Compston and broadcaster Gordon Smart.
During a segment about advice, the former Bob the Builder voice actor offered three pieces of guidance to the listeners.
“Don’t p*** into the wind, because you’ll always get your own back,” he began, noting that while the mantra is taken from camping terminology, “it will work in philosophy too.”
Then, Morrissey said: “Don’t f*** a game show host’s wife,” to which Compston and Smart reacted with raucous laughter.
The actor concluded his advice by stating that “a gentleman’s socks should always match his shoes”.
Morrissey and Holden’s affair took place while they worked together on the BBC show Happy Birthday Shakespeare.
All involved parties have addressed the difficult situation in interviews, years later. Holden, who was 23 when she married the then-40-year-old Dennis in 1995, said she struggled with the responses from the public after news of the affair broke.
She told the Express: “I found the fall from grace incredibly hard to deal with. I can’t bear not to be liked.”
In 2003, Holden defended Morrissey in a conversation with Good Housekeeping, crediting him for his kindness while she went through a difficult time.
“Neil rightly or wrongly got loads of stick. I feel like it was my fault – I was the one who was married,” she explained.
“I want to change the general perception of him, as he was very caring and very loving and very worried about me because I lost so much weight. He used to cook for me and look after me and babysit the dogs.”
Holden remarried in 2008 and has two children with husband Chris Hughes. Dennis married Claire Nicholson in 2009, with whom he has two children.
Earlier this year, Dennis spoke about his contentment in his life and how he harbours no ill will towards his ex-wife.
“Maybe with time she has been able to look back and see things differently,” he told the Sunday Times.
“We’re not in touch but I am happy that she’s happy. I can watch Britain’s Got Talent without getting angry. To be honest, it’s like watching a different person, someone I’ve never met.
“All the hurt that has happened has been healed.”