I've just gotten into the show, and actually, no, and that's one of the charms of the show. It actually has nothing to do with Aqua-Teens at all. You assume there's some grand backstory explaining who they are but there really isn't.
I get the feeling they were the result of a Dr. Weird experiment gone awry, though.
Right. I'm thinking there is a "backstory" that they just don't put on the air. Last night was an ep. where the villains come to get them. That's the closest thing to continuity I can find.