Oh yeah. Check out his TSN interview from around 2002, as well as this gem where he says "you know" about 2,000 times with this man of God:
I don't think he gave an interview, he just showed up randomly for one of Fallon's weird segments, all in character it was pretty fucking cool because it was completely unexpected. This wasn't too long ago, maybe within 4 years.
You might also be thinking of the TSN interview he did around 2002ish because they asked him about how he felt about Nash, Hall, and Hogan coming back to WWE.