Sharing a series of photos from the episode, Szubanski wrote: "When we filmed these immortal scenes Warnie proved that he was not just a great sportsman but also a great sport. He played along with our shenanigans and we had loads of fun," adding: "He was a great pasher!"
She went on to reveal what they spoke about behind-the-scenes.
"In between takes we chatted and I totally fell under the spell of the famed Warnie charm: he was thoughtful and very sweet.
"He taught me – or rather Sharon – how to do the flipper and recounted how he would practice that spin hundreds of times a day until he could propel a cricket ball one metre straight up into the air just by clicking his fingers. His fingers were like small tree trunks.
"But mostly I remember how he spoke with such great love and pride of his beautiful kids … This is a shocking loss for our nation and for the cricketing world … And poor Sharon has lost her hero and the love of her life.
"But right now my heart is with his family and his friends – and most especially with his beautiful children Jackson Summer and Brooke whom he loved so very very much."
Warne died aged 52 of a suspected heart attack while on holiday in Thailand on Friday, his management confirmed overnight.
British singer Ed Sheeran, a close personal friend of the sporting legend, led the outpouring of grief on social media with a post revealing he'd had a phone call with Warne just days ago.
Eerily, Sheeran and Warne had spoken to mark one year since Melbourne-based record label executive and promoter, Michael Gudinski, died on March 1.
"The world keeps taking incredible people away," Sheeran wrote on Instagram beneath a photo of Warne with Gudinski.
"I spoke to Shane on the anniversary of Michaels passing this week saying we were both raising a glass of 707 in his honour, and now this news comes out.
"Shane was the kindest heart, and always went above and beyond to make people feel welcome and special. Such a gentleman. He gave so many hours and years of his life to bring joy to others, and was such an amazing friend to me. I'll bloody miss you mate.
"Absolutely gutted," he concluded.
Rolling Stones icon Mick Jagger also paid his respects, writing on Twitter: "I'm so saddened by the sudden death of Shane Warne. He brought such joy to the game and was the greatest spin bowler ever," with a black and white photo of the sportsman.
Meanwhile, Aussie actor and writer Eddie Perfect — the man behind musical comedy Shane Warne: The Musical, shared a lengthy message to followers, admitting he felt like he has "a masters degree in Warney".
"If you add up all the time spent reading, studying and writing about the life of Shane Warne, it felt like I had a masters degree in Warney," he began, revealing Warne was initially unhappy to hear there was a musical being written about him.
"But he came and saw the 2nd preview at the Athenaeum in Melbourne and loved it. He gave me and the crazy musical I wrote his imprimatur and even came out through the festoon light doors on stage to take a bow on opening night. He was everything you hear about him; smart, funny, warm and generous," he recalled.
"It was a privilege to meet him, and an even greater privilege that in the back booth of a restaurant on little Collins street after that 2nd show I got to tell him why I wrote the show.
"His life had everything; success, failure, love, loss, scandal, resurrection. He was completely and unapologetically himself. He worked under enormous pressure and seemed to thrive on it. It was like he was appointed by some deity with mind-blowing superpowers, but at heart he was an Australian that everyone identified with.
"The news of his passing is so sudden and tragic and confusing. I know the nation and the world is in absolute shock," he wrote, mirroring the reaction of a number of Warne's fans.
"I just don't want to say goodbye- there was so much more life to come. Others they may try but they will never Shine like Shane," he concluded.
Aussie radio star Andy Lee similarly echoed the shocked sentiment of the public with two throwback photos of him and Warne sharing a laugh on the golf course, revealing he was "lying in bed" when he heard the news.
"He opened so many doors for me to the sport I loved and we shared a lot of yarns playing another sport we both loved," he wrote.
"Forever grateful. You'll be missed."
Hugh Jackman also shared a photo with the spin king, saying he was "grateful to have known him, and to have witnessed his once in a generation talent".
Meanwhile, Sir Elton John shared his memories of both Warne and fellow Australian cricketer Rod Marsh in a heartfelt message, sharing a photo with Warne and his ex Elizabeth Hurley.
"Shane was a magical bowler and such huge fun," the performer wrote.
He said they were both Australian "through and through", which made them "so endearing".
Magda Szubanski tweeted that she was in "complete shock" by the devastating news.
She wrote of his "bright, cheeky spark" in her message.
Sarah Ferguson, Duchess of York, took to Instagram to express her condolences.
