Gee, and you're usually the one keeping up on recent happenings...
Michael Palin has a travel show.
Terry Jones has a history series and writes (mostly) history books.
John Cleese co-authors a wide variety of books, many on biology, it seems. (Oh, and has lemurs named after him. Actually, many British comedians seem to go into conservation. Ironic for the insane acting ones [onscreen/stage/radio] to turn out to be some of the only sensible ones...)
Terry Gilliam directs, of course.
I don't think I need to explain Eric Idle's current life to you.
And we haven't been contacted about Graham Chapman's current projects as of late...