I don't know how I missed this for the 15 years I have been playing 3.0/3.5, but if you look in Deities & Demigods and the Dragon magazine article on Olidammara you can notice that he has an affinity for creatures with shell and carapace.
Well....Olidammara backwards is arammadilo. A few letters off from armadillo. God of jokes and tricks indeed.
There are several dozen of those sprinkled throughout Gygax's material. Mostly anagrams, often with homophonic letter swaps, some clipped names, and other random bits of humor.
My favorite that took me a good 20 years to get is this:
In D3 Vault of the Drow you require special vision to see, either infravision, a gem of seeing, or the "cinnabar cusps".
"Cusps" are lenses, or more directly, glasses.
"Cinnabar" is a mercury compound often used as a dye, and causing the usual problems of mercury poisoning as a result, which is to say, insanity. Cinnabar is a deep red color.
"Cinnabar cusps" are thus . . . "rose-colored glasses", of a material that causes madness.
Thus when you look through them, the Vault "is indeed a dark fairyland."
As for deities, Wee Jas (pronounced "ouija", like the board), deity of magic and death, who is exceptionally lawful, is rumored to be having an affair with Norebo, the deity of thieves, who is of course thoroughly Chaotic. Norebo spelled backwards is Oberon, King of the Fairies from a Midsummer Night's Dream.