Did Gaiman and Pratchett troll an interviewer who thought they were religious fanatics?

Question

TVTropes says, about the book Good Omens:

In real life: Gaiman and Pratchett did a radio interview when the book came out, and slowly realized that the interviewer wasn't aware that the book was fictional, and thought they were a couple of religious kooks writing about what they thought would be the real apocalypse. They spent the rest of it viciously trolling him.

This sounds hilarious, but there's no citation for it. Is it true, and, if so, who, when, and where? Is a recording or transcription of this interview available?

Answer 1

I haven't found a transcript or recording of that interview, but I did find a transcript of a different interview where the two spoke about that interview:

Neil Gaiman: "The first radio interview we did in New York, the interviewer was asking us 'Who is Agnes Nutter? What is her history? Is Armageddon happening?" and so on and so forth. After a while, we twigged he hadn't realized this was fiction. He thought he'd been given two kooks who'd come across these old prophecies and were predicting that the world was going to be ending."

Terry Pratchett: "Once we realized, it was great fun. We could take over the interview, since we knew he didn't know enough to stop us."

More links confirming that this occurred (stolen from an a very similar question on SF&F.SE):

• a mention of the interview in a reprinted edition of Good Omens
• a mention of the interview on Neil Gaiman's blog
• a Neil Gaiman interview in 2015:

  “[Terry] said ‘Well, you remember we were on the Good Omens author tour in February 1990’ … He said ‘We were in New York and we went to that ABC affiliate radio station, and the interviewer had not actually read the book … so when we started telling him about Agnes Nutter … we started explaining about this 17th century witch who all of her predictions were true … He did not realise this was fictional. We realised he had not read the book, and the engineers in the control room behind the glass panel who we could see and he could not, were lying on their backs kicking their legs against the walls.’

  And I said, ‘Of course I remember. I was willing to let that go on for the entire interview’.

To answer the title: Yes, this interview occurred. No transcript or recording appears to be available, however. (Also, go upvote Jos's answer - they got confirmation from Gaiman himself!)

Answer 2

I asked Mr Gaiman on Twitter to respond, and he did, as well as another person:

Aliza "I think and I vote." (@alizatw):

To summarize: it's reported but not authoritatively confirmed that @neilhimself and @terryandrob did a radio interview with someone who thought they were religious zealots and #GoodOmens was talking about the real Armageddon.

Neil Gaiman (@neilhimself):

There are dozens of interviews with us about this and it's even mentioned in the afterword to one of the current editions. He didn't think we were religious looks, just that we believed in Agnes and her prophecies.