It's reasonable to assume he has a staff. When you say "crew" I think of the physical production crew, who would not necessarily need or want to know anything about how the "talent" achieves his performance. They're just the guys with tools on their belts. The cameraman doesn't care whether Henry is faking it; he only cares whether Henry can hit his mark.
But I would expect the executive producers to know at some level what the process is. And the producers (assuming a small staff) would probably be on the front lines of helping obtain information, or directing that effort. If the budget allows, there may even be a private detective firm involved. But as Pixel42 points out, when your guests are celebrities it's easier to find out "private" things about them in advance.
The researchers, producers, etc. are the easiest to put under an enforceable NDA because they are clearly engaged in trade-secret activity. And producers etc. are the ones most reasonably assumed to align with the actual intent of the show and the least likely to betray it. Sphinx seems to think these people have a well-developed conscience that will be pricked by the horror of fooling the celebrity guest, or an audience that has paid to be entertained by a mentalist in the same manner as any other mentalism show -- live, or televised. He seems to think it would be their moral obligation to trumpet the fact that the lady doesn't really get sawn in half.
The notion that there is any legal obligation to disclose the truth, or else fraud occurs, is legal Bantha fodder. Fraud requires, among other things, the victim to have relied upon a knowingly false claim and to have suffered a cognizable injury as a result. The disclaimer in the fine print escapes the reliance element. It says effectively, "We do not intent for you to rely upon this as statements of purported fact." When the aim is to fool people for the purposes of entertainment, an agreement not to disclose the methods by which they are fooled is perfectly enforceable.
