I don't think this was used exclusively by any one comedian (but I may be wrong). In the days of the music hall there were many double acts (Bennett and Williams, Clapham and Dwyer, Naughton and Gold, etc) and their acts usually consisted of the 'straight' partner starting a dramatic monologue and the 'comic' partner interrupting with, for example, "I say, I say, I say - my dog's got no nose" "How does he smell?" "Terrible"
Loking at Google I think the phrase goes back to the Victorian music hall (or American vaudeville - they use it too) I doubt if anyone knows where it originated.
Also used in the somg 'My old man's a dustman': Quote
"I say, I say, I say, my dustbin's full of lilies."
"Well throw 'em away then."
"I can't - Lliy's wearing them." Unquote.
(It doeasn't actually work in writing - it needs to be spoken!)