He was on Mike Rowe's podcast a while back. Jay was apparently good friends with Rodney Dangerfield, who was sort of his idol as a young comic. When Rodney was in the hospital in a coma after a stroke, Rodney's wife asked Jay to come by. Jay went, and talked to Rodney for a while about how much he appreciated him. Then Rodney's wife asked Jay to put his finger in Rodney's hand and told Rodney "Jay's here. If you can hear me, squeeze his finger." Jay said he felt the slightest squeeze, at which point he leaned down to Rodney's ear and said, "Rodney, that's not my finger." Jay said trying to get Rodney to laugh was the best way he could think of to show his respects.