I just tried Claude Sonnet with the Pelican & Walrus setup, but asked it for something in style of Norm Macdonald's humor, which would seem a potentially good fit for this type of idea. It got the idea of a rambling story (cf Macdonald's moth joke) that mostly ignored them being a Pelican and Walrus, which seemed promising, but still failed to deliver. I'm guessing with some more guidance and iteration it could have come up with something.
I've found that the weaker the model, the more of an unhinged, LSD-trip response you get. I made a podcast years ago (https://deepdreams.stavros.io) and GPT-2 was definitely the more hilarious of the models.