A Parisian designer makes him over in her modern-day interpretation of an 18th century gentleman's outfit - effeminate figure-hugging trousers and jacket, high-heeled shoes, huge headphones clamped to his ears as he mutters something about "mutton dressed as lamb" before mincing down the street to dazzle the Parisian passers-by.
That was pretty, er, bold, I suggest to McCloud, on the phone from France where he is holed-up near the Alps, writing a book.
"I am so glad you said that," drawls McCloud, who has the most delicious posh-toff accent.
"My producer made me climb down a 400-foot hole in the ice on Mt Blanc which was explored by travellers in the 19th century. He made me swim across a bay in Naples looking at underwater archaeology. He made me do lots of things, but I didn't feel as big a tit as I did when I had to step out of that shop and walk down the street dressed like that. It was the worst thing he made me do.
"But I really warmed to that lady. The clever thing she had done was put together a modern designer's take on 18th century costumes and she was full of this idea that dressing in these very tight clothes and weird shoes would make me walk in a particular way. And the headphones are like an 18th century wig. Skull-candy, you know?" he says, referring to the American headphones.
"My problem there was not that I objected to wearing that stuff at all. My problem is that I am 50" - he's actually 52 - "and these kids travelling around in the Grand Tour were in their 20s."
Can we assume he didn't walk too far in that girly outfit?
"I walked as far as you saw me walk and then I came straight back, I can tell you," he sniggers.
In the opening credits, in the spirit of his Grand Tour predecessors, McCloud is seen knocking back a glass or three and waltzing on the street with a woman - a very old woman.
"Yeah, she was a bit smelly, a bit drunk too, I think, but she was enjoying herself." From the grin plastered across his face, so was he.
McCloud has won a large and enduring audience in Britain, across Europe and in Australia and New Zealand for his work on Grand Designs. On television, there are many fluffy home makeover shows controlled by the designer, not the owners. Such programmes are all about home decoration, much of it dreadful, tacky stuff.
Grand Designs is a different concept altogether. It follows the journey, often over long periods of time, of an architectural project where the work is entirely in the hands of the owners. McCloud offers architectural and historical context, technical insights, encouragement - and occasionally biting critiques.
Owners trying to cut corners ignore his number one precept at their peril: always use a project manager.
McCloud's wry, effortless manner and agile intellect elevate the series to something rare which his audiences obviously have a taste for - a blend of entertainment and education.
The Guardian has even called him "a kind of David Attenborough of the building site".
However much he enjoys making Grand Designs, he was delighted to be able to work in Europe, in countries he adores, filming Grand Tour, taking him back to his roots as an architectural historian - and his penchant for simple models to explain complex building principles, often with the use of food.
In Venice, for example, he sits in a restaurant and orders a giant bowl of chocolate blancmange, which represents the muddy silt of the city. He inserts cocktail sticks into the "silt" to demonstrate how palazzo foundations were laid, and explains the use of facades to counteract the effect on houses of tidal movement.
On the top of Florence's Duomo, where the brick dome - "a complete wonder of the world," he says - was engineered and completed by Filippo Brunelleschi in 1436 (inspiring the dome on St Paul's Cathedral in London), McCloud demonstrates how it works - using a watermelon.
"No one had ever built a dome that size before and it needed a lot of mathematics and clever geometry," he explains.
"Brunelleschi instinctively knew he needed to band his dome with iron chains to stop it from bursting. When it came to the topping-out-the-dome ceremony, he had a traditional meal brought up for the workers of wine and melon with bread.
"We re-enacted it on the top of the dome and we were able to use the melon, which was brilliant. I had to draw it out for the producer with step-by-step drawings on how we were going to demonstrate with a melon how a dome can burst. It was about to pour with rain, terrible thunderclouds above us, we had one take and we did it. It was the most fun moment with food in the whole series."
McCloud was born in Bedfordshire and grew up in a house his father built (very badly, he has said). He studied the history of art and architecture at Cambridge University before training as a theatre designer, followed by setting up a lighting design business which has created installations at Edinburgh Castle, and the Savoy and Dorchester hotels in London.
He lives in Somerset in a 15th century farmhouse with his wife and four children (two from an earlier relationship) and he spends five or six days of every third week travelling around Britain filming Grand Designs.
McCloud, who speaks fluent Italian and French, is an ardent campaigner for sustainable housing, forming a company called HAB ("happiness, architecture and beauty") to create a 200-house project on land near Swindon. That's on hold, for now.
"The recession has slightly delayed that but we are building 43 homes," he says.
"We have three or four projects on the go now. But my first love is as a building historian. I have been a member of the Society for the Protection of Ancient Buildings for 30 years and I have lived in four ancient houses that I have rebuilt, so I am first and foremost a historian. For me, it is fundamental."
McCloud is so obsessed with sustainability, he lectured Top Gear's Jeremy Clarkson on the subject when he appeared on the show a year ago and rewarded Clarkson's sneering by coming in second-fastest in the "celebrity in a reasonably priced car" lap.
"Clarkson farms organically, by the way," he laughs. "He doesn't tell anyone."
The Top Gear lap unleashed some sort of speed beast within him, he says, but at the more bizarre end of the motoring spectrum, Grand Tour features footage of McCloud, who is well over 1.8m tall, sailing sedately along the Italian countryside in a tiny red 1959 Fiat Bambina.
"Aah," he sighs nostalgically. "It was hard to fold myself into but it was hard to say goodbye as well. It was a beautiful car. We had a Mercedes mini-bus with all the crew and all the kit in there and six smelly people. It was really hot. The [Fiat] owner wanted to drive it between Rome and Florence but I wanted to drive it, so he had to go with the smelly crew.
"The only problem with that car was that it was so small, on a dual carriageway I had to stay quite close to the hard shoulder to let cars overtake me, but to my left I'd find a lorry overtaking me and to its left a car overtaking the lorry, so that was a scary thing."
Vertigo, to anyone who suffers from the condition, is a scary thing as well and in Grand Tour we see McCloud reeling back from a sudden downwards view from the interior of the top of the Duomo in Florence. He looks genuinely terrified.
"I did a climbing series a few years ago [Don't Look Down] and climbed some tall buildings specifically because I have a problem with heights because of the temptation to jump," he says.
"The advantage of having a harness and ropes is that you can jump. But I wasn't too happy inside the dome. I am worse inside tall buildings than I am outside and I am most free in a hot air balloon, which I find very liberating."
In a conversation which whizzes around a range of subjects including his "hero" architects Christopher Wren, Andrea Palladio, Inigo Jones, as well as cathedrals, banks, Roman town house designs, mountains and waterfalls - he does confess at one point that talking about Grand Tour "has been like turning on a geyser, because I haven't talked about it with anyone for a while" - we finally get around to the activity many Grand Tourists were intent upon pursuing: sex.
In Genoa, McCloud meets Pandora, a bespectacled prostitute who looks like a prim, middle-aged secretary.
"Now there's a story behind that," he says gleefully. "One of the stories we wanted to follow was the history of prostitution in Genoa. This giant maritime city was very significant and very exciting for any young man arriving there on a boat to discover this city of women. It is still a port and like all ports has still got its fair share of prostitutes but of course these days they are all immigrants, there without work permits. The moment you point a camera down an alley with 20 of them standing there, they vanish like bedbugs.
"In the end, we hid the camera underneath a coat and put it on the ground and filmed a couple of shots and blurred their faces. We wanted to speak to one of them and the girl we were going to speak to didn't turn up. We were just about to give up when we saw Pandora in the bar. Our Genoa expert knew her and so it was just on the spur of the moment. Bizarrely, it turned out she's the only one [prostitute] in Genoa who's Italian."
McCloud recently made a series called Slumming It, filmed in Mumbai, which got him into big trouble with the Indian government.
"I am not allowed to go to India any more," he says glumly.
"The Indian High Commission say they don't want me to go back and they won't give me a visa because we made a film about the slums. We made a very fair and balanced set of films and they had fantastic viewing figures and reviews. But the Indian High Commission is very keen to promote India as a modern place, a delightful place for tourists to visit. But it's got a darker side. It's a place of incredible paradox and to pretend otherwise is fallacious."
Although McCloud prefers to travel by train rather than air because of his eco-consciousness, he says he has a "great burning desire to come to New Zealand because it's so beautiful".
"My great hobby is being in the mountains, climbing and cross-skiing. That's my definition of a happy and healthy life ... New Zealand for me represents a beautiful, perfect, natural environment."
But he's only watched images of New Zealand on film. Wouldn't it be interesting to see him take a Grand Tour of New Zealand architecture?
He'd undoubtedly advise we get ourselves a project manager.
* Kevin McCloud's Grand Tour starts tonight on TV3 at 7.30pm.
