Horse
One thing I can't figure out:
When Horse shows up at the "audition" everyone assumes that he's called "Horse" because he's very well-endowed. But later we learn that in fact he isn't (when he's standing in the phone booth talking to the customer service of the company that sells this penis enlargement device).
I think the answer lies in the scene at the police station, when the 3 of them have to give their names - his is Barrington Mitchell. Because then Gaz and Gerald turn and make funny faces.
Is Barrington a real person famous for something funny?
Most famous talent: Being photographed while wearing pants.