Are you sure that's not pre-Python? Maybe one of David Frost's shows like At Last the 1948 Show or The Frost Report.

Marty Feldman (the customer) wasn't one of the Pythons, and the comments on the video suggest that Graham Chapman took on the customer role when the Pythons performed it. (Which, if they did, suggests that Cleese may have written it, in order for him to have been allowed to take it with him.)