By Mike Miller
August 20, 2018 at 10:26 PM EDT

Not every guest on Sacha Baron Cohen’s Who Is America? has enjoyed getting duped, but Real Housewives of Orange County stars Gretchen Rossi and Slade Smiley were thrilled just to be involved.

“I’m so honored that Sacha Cohen thought to prank me and Slade!” Rossi told Page Six on Monday. “To even be on his radar in any aspect, I feel honored that he even wants to be hanging out with us.”

The former reality stars told the outlet they spent four hours with Cohen, who was in character as former Mossad agent and Israeli antiterrorism expert Erran Morad. At one point during filming, Smiley said he wanted to call the police, and after they wrapped, Rossi worried she and her husband had been duped by a real terrorist group.

But after realizing Cohen was behind the stunt, the duo are now excited to see the segment, which aired Sunday night on Showtime.

Cindy Ord/Getty Images; Paul Archuleta/Getty Images; Jerod Harris/Getty Images

Rossi and Smiley explained the prank’s setup, telling Page Six, “The production company called us beforehand to tell us about the show and what to expect. And what they said to us was, ‘Look, this is a Mossad agent from Israel… he’s a huge Trump supporter and he’s this and he’s that and we just want to make sure you’re not going to be offended by anything he’s saying or doing.’”

While they didn’t want to disrespect Cohen’s character, Rossi and Smiley said they refused to do anything inappropriate (unlike a former vice president and a state representative). Instead, the prank mostly revolved around Morad insulting Smiley and creepily trying to seduce Rossi. At the end of the bit, Morad hands Rossi a business card showing his face photoshopped onto a Chippendales body. Rossi said she threw out the card immediately because she feared “there could be a layer of GPS-tracking film on it.”

The couple also revealed that they only found out Cohen was behind the prank after bumping into Tito Ortiz, another of Cohen’s potential “guests.” “Tito only lasted an hour and a half,” Smiley said. “So you can imagine how gullible we were because we lasted four hours!”

The comedian has spoofed several other famous figures in entertainment and politics to varying effects during the first season of the show, which wraps next week. His Morad character performed a “pedophile detection test” on former Alabama Senate candidate Roy Moore, whose President Trump-sponsored campaign was plagued by allegations of previous sexual misconduct involving underage girls. Georgia state lawmaker Jason Spencer resigned from office following his run-in with Morad, during which, among other things, he dropped his pants and screamed the N-word multiple times. Cohen’s character even got Dick Cheney to autograph a “waterboard kit.”

Sarah Palin, Joe Walsh, Bernie Sanders, and even The Bachelor’s Corinne Olympios were also duped on Who Is America?, although it’s unclear if Palin’s segment will air.

“I think that he’s busting these political figures and these well-known individuals and he’s exposing almost the lies that they’ve been telling,” Smiley told Page Six. “He had us for four hours because he never got us. He never got us to break or to do anything that was controversial because that’s not who we are.”