"You only have a week to do a show. I mean, there's only so deep you can dig in that week"

David Hyde Pierce's quote describes the limitations creatives face when they're provided a minimal quantity of time to produce something. In this case, it's a week to do a show, which recommends he is likely talking about theater productions. He's most likely conveying that although one can work extremely hard within a week, there can be limitations to the depth of the work that is produced. As an actor or director, you may have to focus on certain locations of production and not get unfathomable into the details. In a week, particular things might have to be omitted or not provided the attention they deserve. This declaration is possibly a reminder that sometimes creative work needs a little bit more time to be totally fleshed out.