Hilarious title, too! Is that some british saying?
Ronnie liked to tell jokes and throw out one-liners in his club and during his own sets. I never heard him say it and I don't know if he invented it (I seeem to remember another one of his about a dog) but I have heard him throw around his favorite 'When I want your opinion I'll give it to you', also an album title as I am sure you know.
Some people used to feel that if Ronnie had been American he would have got a lot more recognition.
Yes, Ronnie felt he was held back by his humble origins. As he said:
"I was born in a room over a Jewish pub in the East End of London. It was called The Kosher Horses. We were very poor. My father was always unemployed - he was a shepherd. We were so poor, they had to buy my clothes from the Army and Navy Store. Imagine me going to school during the Second World War wearing a Japanese admiral's uniform!"