I think if we want to adjust all the display names, it needs to be MST3K 0000 - Title of the Movie. The "MST3K" here (like CT, RT, etc.) is a code, not an actual title. So, either whole thing is italicized MST3K 0000 - Title of the Movie or just the movie title. Does that make sense?
I just don't understand the usage of "code" as the definition of a simple abbreviation. I get what you mean, but I don't see why it can't really be in italics just because it's being used to differentiate between episodes and films, because it doesn't change how you use the titles when linking or searching for them. I just thought it made sense when some official media has done it as well.
EDIT: And as with RiffTrax, Cinematic Titanic etc. I feel it's slightly different though, because they aren't TV series, even though some of their riffs has been released as actual "films". I think they could even be seen on Netflix at some point. But they are not TV shows the same way MST3K is.