He goes on to lament how he coulda been a contender as a harmonica-player - but his career was devastatingly cut short when "I found that the nickel plating mingled with my saliva and produced a rather unpleasant enzyme which brought my lips out in a rash".
In the creation of Appleton, this wonderfully tragi-comic spoof "musicologist and part-time media studies lecturer", God is in the details. It's all highly specific references to melodicas and Caramacs because, as Victoria Wood has pointed out, "gypsy creams" are much funnier than "biscuits". This is a lesson that Appleton's alter ego, Graham Fellows, has learnt over 14 years meticulously constructing the character of another terminal showbiz failure, John Shuttleworth.
"I love detail," Fellows beams over a pint and a roll-up in the dressing- room after his show, Brian Appleton's History of Rock'n'Roll. The Hawaiian shirt now mercifully lying crumpled on the floor, he continues that "detail is what makes the world go round. Real people don't talk in generalised terms. They talk in specifics and reveal themselves as they do so. People never say `I went surfing on holiday and it was nice'. They use specific references like `this bloke on the beach was hacking me off because he trod on me surf-board which I'd bought from Wilco's on Tuesday afternoon - no, actually it was Tuesday morning, because I'd just called in on Barbara who'd been given the wrong insulin gun by the doctor'."
Audiences lap up these details. "If you use details, people can relate the character to their own lives," Fellows reckons. "When I started doing Shuttleworth, people were shocked that silly stories about Curly Wurly wrappers came under the banner of entertainment. They'd say `surely that's not what gags are made of'. But you can build a character with those little details. With Brian, I'm not interested in big events like Hendrix burning his guitar. I'd rather use little incidents like when The Clash stole a pillow-slip from a hotel."
The thread running through all Fellows's characters - including the splendid one-hit wonder Jilted John, who lamented that Gordon, his ex-girlfriend's new boyfriend, was "a moron" - is a sense of underachievement. Their life-stories are all catalogues of what might have been.
Appleton, for instance, reveals that he once contemplated a glamorous rock'n'roll road-crash suicide before realising that he didn't have a car. "I'd have had to borrow me mother's VW Polo," he moans, "and that has quite a good safety record."
"Failure is interesting. You've got something to get your teeth into. Success is boring. I'm drawn to these sad characters because life itself is basically quite sad. People like them because they can pity them and identify with them at the same time. Deep down, everyone enjoys feeling sorry for people like John Shuttleworth and Brian Appleton. Rock'n'roll is full of sad and bitter people who have lost touch with reality. Elton John once complained: `It's too windy today. Can't someone do something about it?'"
When Fellows started out as Shuttleworth in 1985, political comedians were all the rage. "At that time, there weren't any other character comedians around. Club bookers would say `characters don't go down well here', and they were usually right." Now every other performer seems to be masquerading as a security guard or a Page Three stunna. "People like Steve Coogan, Caroline Aherne and myself have opened it up a bit now and given people more confidence in character comedy," Fellows says. "It's so in fashion because people have realised that straight stand-up is boring. A lot of people think they can do stand-up, but it's not as easy as it looks and there are a lot of not very good ones out there."
A naturally shy man, Fellows has never fancied it himself. "Stand-up is 80 per cent bottle; I couldn't get up as myself and say: `Where are you from?' I'm too embarrassed about myself. It's bad enough being interviewed. It's much easier to perform in character. If a heckler interrupts me as Brian, I can reply: `As John Lennon said, you should be obscene and not heard.'"
But Fellows's characters are rarely heckled. Audiences just see them as cuddly. Like John Major, Fellows' creations hanker after a kinder, gentler Britain. They are to some extent a reaction against rat-a-tat ranters. "I knew Ben Elton at Manchester University, and I remember him being a mild-mannered youth. The next thing I knew, he was on the telly effing and blinding. Maybe I'm prudish, but I don't think swearing on stage works."
Fellows has another BBC2 Shuttleworth series planned for next year, but in the meantime he wants take it easy for a while. But don't worry, he hasn't forgotten about Appleton. Fellows is already working on his next outing in the Keegan coiffure. "Brian's next show will be a dissertation on the link between the orgasm and the prog-rock guitar solo. It'll be called Yes, Yes, Yes."
`Brian Appleton's History of Rock'n'Roll' is at the Pleasance, Venue 33 (0131-556 6550) to 30 Aug