If you got a kick out of “Cooking With Christopher Walken” (the real version or the parody), you’re really going to enjoy his chat with Lidia Bastianich on WNYC’s “Leonard Lopate Show.” Not only do they compare notes on cooking lamb, but as it turns out, they go way back — sometime after the Bastianich family fled a refugee camp in Italy, Lidia and her mom (also interviewed) worked at the bakery that Walken’s parents operated in Astoria (it’s now a hardware store that Walken recently visited with The New Yorker). In fact, it’s where Bastianich got her start, by lying about her age (she was 14). Walken worked there, too, delivering cakes. Listen as he recounts the time he slammed on the brakes and caused six wedding cakes to go flying into the front seat. Also: Christopher Walken really likes celery and oxtails, and believes most cooking shows don’t give clear enough instructions.