The Pesties are the 6 tiny henchbugs to Huxley in The Adventures of Elmo in Grouchland. According to the press kit, their names are M'Lady, Tanya, Lyle, Little Ricky, Howard & Sydney, but while the last 3 are named in the film (the red, orange, & blue ones specifically), the other blue one is referred to as Charlie. The colors for the remaining characters are lavender & tan.
They later made a cameo in Sesame Street 4-D Movie Magic as part of Oscar's polluted vision of Sesame Street, where they scurry through people's legs in the theater. In season 42 (episode 4260), they appear alongside Jason Jones on the program Grouchology.