McKean and Gaiman did a session together. It was mostly Gaiman answering (partly due to audience bias, partly due to personality). It was fun to see them up there together, as they had plenty to jibe each other about.
One of the funniest stories was about a convention that Gaiman went to where someone came up and gave Gaiman a set of death dolls. Included in the set was one of Gaiman himself with a black leather jacket, black glasses, and frumpy hair. Later on Gaiman was at a sushi restaurant and didn't have a place to put the doll, so he placed it on the counter. The scene worked out somewhat like:
A Japanese waitress comes up, looks at Gaiman, looks at the doll, and then looks back at Gaiman
WAITRESS: "He is you?"
WAITRESS: "You John Lennon-san?"
GAIMAN: "No no"
WAITRESS: "But he is you?"
WAITRESS: "Oh, I understand John Lennon-san. I tell no one."
Waitress then asks Gaiman for an autograph, which he signs "Neil Gaiman." She doesn't seem to notice.