I caught the first hour of it, but then I watched Last of the Summer Wine on Yesterday.
I found that the R4X programme wasn't really telling me much that I didn't know about SM. (There have been plenty of other documentaries about him, both on radio and on TV).
Further, I get really irritated when a radio 'comedy' slot is filled with programmes ABOUT comedy (or comedians) rather than actually being funny. (I hate "What's So Funny?" for that reason, and R4X's coverage of the comedy element of the Edinburgh Festival can fall into the same category).