Some of us are old enough to remember him on radio (pirate radio!) before he was a TV star.
He was indeed a brilliant one-off.
Unlike most DJs who are given a set of songs to play and just have bland chatter between each song, Kenny chose all the songs he liked, and had interesting and unusual "chat" and comedy routines between songs.
Like you retrocop I used to love his humour, very Monty Python like (who were influenced by Milligan of course) and I have always loved that wacky type of humour.
I remember on radio many years ago him playing Beatles songs (he loved the Beatles) but he sometimes used to turn down one side of the Stereo.
In the early Beatles songs the stereo was poor and I remember on All My Loving it was guitar on one side and vocal on the other. If you turned down the vocal side all you got was the guitar. That is the sort of unusual things he would do.
Of course he was his own worst enemy and would not bow down to authority and it got him sacked a few times.
I seem to remember the BBC sacked him because the radio news said the wife of the Minister of Transport had passed her driving test and after the news Kenny made a joke suggestion that she had bribed the instructor. So the BBC sacked him.
We could do with him today to cheer us all up.