That was just another one of their catchphrases.
IIRC one of them found a Zippo lighter with ‘Malmorg in Plano’ inscribed on it and so they incorporated into their act. It was a phrase of mystery, no one knew if Malmorg was a man, a company, if Plano TX was where he/it was located. Great stuff.
Pizza with no anchovies? You’ve got the wrong man. I spell my name Danger!!