...a show that he/she is also acting in (like Alan Alda with "MASH" or Kelsey Grammer with "FRASIER") what about the scenes that he/she is in? Is there an assistant director for those?

actually there have been many actors who directed while they were on the shows..alan actually was nominated for emmies for shows he directed on MASH...many sitcoms actors have directed and acted...the late McLean stevenson, Harry Morgan, Mike Farrell, all directed epsiodes
Larry Hagman learned how to direct on I Dream of Jennie where he later did on DALLAS

in more recent times... both Matthew Perry who directed an epsiode of SCRUBS called My Unicorn ..now writer anbd star of Mr Sunshine and David Schwimmer directed shows while they were on them...