If you get a hold of The Unpublished Spike Milligan Box 18 the story is in there, along with a story that goes:

Job Exchange. Queue. Second man in queue is Hitler

Clerk: Hello I've never seen you here before

Hitler No, zis is meine first time

Clerk: Name?

Hitler: O'Brien, I'm O'Brien.

Clerk: [Long Look]. No you're not. You're Apolph Hitler,

Hitler: Yes

Clerk: I thought you were dead. It said you blew your brains out in a cellar.

Hitler: Ya, but I missed

Clerk: Well what are you doin ere?

Hitler: I'm looking for a job.

Clerk: Oh? Wot you want, bricklayer, plumber?

Hitler: No, meine old job was Dictator.

Clerk: Well we ain't got any vacancies for dictators. I'll put your name down and if one turns up we'll phone. Have you got British citizenship?

Hitler: Listen. [Sings] Gott save our gracious Queen, Long live our noble Queen, Gott save our Queen. Sieg Heil