"Doesn't matter really what you're saying, you mention the name of where people have come from and they all cheer."
That probably applies to New Zealanders more than most. "In my travels I try to entertain as broadly as I do in the comedy. And it's nice to tell stories to an audience, to bring them in. I treat the audience as a sort of friend, like sitting down in the pub with a pint and the audience is the guy opposite me. I try to keep it as intimate as that."
I offer up the idea that New Zealand's lingering cultural ties to its colonial past means Kiwis have a unique appreciation for British comedy. "I kinda think they do. I always felt when I was in New Zealand - maybe it's the climate - that it is more like the UK than Australia. I don't know how to say this without sounding like I'm being an old colonialist, but there's a connection between the UK and NZ that still seems very strong.
"The humour down there, like Flight of the Conchords and all that, is quite whimsical and quite British and less American. I find there is a kind of feeling that they know what you're talking about."
When we discuss last year's Python reunion shows, Palin projects a pronounced sense of closure.
"We talked for so many years about doing a Python reunion. I think in a way it was something we had to confront. And I think we got it just in time. Another two years, a year, I don't know whether we'd have the energy to go through a show as big as that.
"But I'm glad we did it. It made us realise that for all our differences in our way of life, our attitude to money, number of wives or whatever, that we can write and perform comedy well. And it made us aware of perhaps what Python still meant to people. We were astonished at the response."
Michael Palin in 1979's wickedly irreverent The Life of Brian.
One of the most controversial Python films was 1979's biblical satire Life of Brian. It's often suggested it could never be made now.
"That makes me a bit depressed about the modern state of everything, really.
"I feel humour has to be something that makes you think. It has to be something that can be controversial and difficult to some people but can make other people laugh uproariously.
"I do feel that in the world today, we're very wary of laughter. We have to apologise for it and explain why we're doing it. We never had to do that with Python."
Another of Palin's most beloved roles was in the 1988 comedy smash A Fish Called Wanda, which seemed to catch comedic lightning in a bottle.
"In a strange way, it didn't try too hard. It didn't pour a lot of money into all the jokes. It had a kind of simplicity that made everything look so gentle and unforced so it put you in the mood for laughing."
In one of the film's most memorable scenes, Kevin Kline stuffs hot chips up Palin's nose.
"It was hard to get chips to stay up your nose. The bad thing to do is put Vaseline up your nose, which they did for me, so these rough chips won't hurt. But it won't stay up if there's Vaseline so I had to use all my powers of nasal retention to stop these chips from falling out. I could write a professorial paper on this."
Michael Palin: Live on Stage is at the Aotea Centre's ASB Theatre on Tuesday, February 17. Bookings at ticketmaster.co.nz or 0800 111 999.
