I think he used himself as the model for the guy on the original Advanced DnD 2 Players Manual Looting the Stone out of the Evil Demon Idol's Head Chachra, and the Demon finally caught him without his +133 bedsheets against demons in a hastily drawn chalk circle of protection.
Hastur, Duke of Hell: "YOU! I've been looking for YOU!"
Mr Gygax: (from his hospital bed) YIKES!... (then nonchalontly) Hi Hastur!, Long time no see.
---Hastur starts toward E.GaryGygax and pauses midstride as he notices the chalk. He pulls back his foot and surveys the floor around the bed carefully. EGaryGygax face breaks into a grin as he notices the demon's concernation. ---
Mr Gygax: heh heh... always gotta be careful you know!
---Looking up from his crouch, Hastur squints at the EGaryGygaX, the flames of the 9th level of hell burning back at his erstwile prey. After this long, it seemed that his quest of infernal revenge might not come to pass?---
---Not this time, the day was HIS.----
Hastur Duke of Hell:(his mouth slits open like a knife cut throat, in an ear to ear evil grinchity grin) THAT'S NOT A CIRCLE, THATS NOT EVEN A BAD OVIOD!
---all at once and nothing first, Hastur swarms over the chalk and up onto the bed, a howl, like a million mothers sorrows screams in an instant turns to the EGaryGygax Death rattle then a thunderclap then silence.
when the nurse comes rushing from her station, all that remains is a wisp of smoke, the faint smell of brimstone, and a scattering of oddly shaped coloured dice. ---
at least that is how I see it,