what kinds of people associate themselves with the monseigneur?

Basically one had to be rich and well connected. This happened by merit of one's birth,

"Exquisite gentlemen of the finest breeding, which was at that remarkable time—and has been since—to be known by its fruits of indifference to every natural subject of human interest, were in the most exemplary state of exhaustion, at the hotel of Monseigneur."

This gives us a clear distinction of the fortunes of being "well bred" as opposed to being common.