In case this headline is misleading, no I have never interviewed Spike. I was about 15 when he died, and I'm not sure he would have had much patience with a spotty teenage nerd asking inane questions about Goon Show scripts.
Other far more qualified people have interviewed Spike, though. Here are a few examples.
This is the most interesting that I've come across. James Whale speaks to Spike quite sympathetically but inquisitively about the effect that depression had on his career.
Spike talks to Clive Anderson about his infamous "grovelling bastard" comment about Prince Charles.
David Dimbleby puts Spike on the spot a few times in this quite serious interview. This gives an insight into how brilliant an interviewer Dimbleby is, as none of Spike's silliness throws him off. He gets a lot out of Spike without ever seeming too demanding or pressing. Lots about his childhood here.
And finally, a 1995 interview with Australian TV host Clive James promoting A Celebration of Milligan.