I already posted my best effort here. And I see someone else had previously posted another version of it here. (Same pun, different story.)
You're right, Spaw. The best way to tell these stories is to work them into a context where you can have the listener believing them right up to the last line. It was done to me that way, and I was finally able to pull it off while talking to some friends about a month ago. Awfully hard to work it into a thread, though. Congratulations, Spaw. Too bad I missed your original posting.