I'd always known Gonzo as a chicken, though he's blue, so maybe he's a turkey. Must have heard it aloud somewhere.
Gonzo seems to have a "thing" for chickens... and are you thinking of The Muppet Movie? To quote wikipedia:
In The Muppet Movie, Kermit, while having his inner conversation, says "And a thing, whatever Gonzo is. He's a little like a turkey.", to which his inner self replied "Yeah, a little like a turkey, but not much."