There is a season one gag reel in existance, but none of the S1 outtakes made it onto the DVDs. (Such outtakes as were offered on the other sets are not the original gag reels per se, they were edited down from the full-length versions show at the cast parties and at convetions. The full reels were cut in time to popular songs, which would have had to be licensed for use on the video, contained copious profanity, and included lots of crude and possibly embarassing bits from the cast and crew. Because the outtakes were not part of the "official" series, the cast has effective veto power over their use, so clips that anyone objected to could not be used on any of the sets.) I don't know if outtakes were omitted from the S1 set purely to save money, because WB wasn't convinced that there was that much interest in them or because Michael O'Hare (who appears in about 90% of the S1 clips I've seen) or others objected. I suspect it wasn't just money or lack of time, because once WB saw how well the series was selling it probably wouldn't have been too hard to throw in the S1 outtakes on the S5 set (maybe as an Easter Egg), which they didn't do.
The only Easter Egg on the S1 set (and this is only on the R1 set) is the extended teaser promo for the season, similar to the individual U.S. (PTEN) episode promos that were also exclusive to the R1 release.
Regards,
Joe