The recursive one that I have actually been really liking recently, and I think is a real enough challenge is: "Answer the question 'What do you get when you cross a joke with a rhetorical question?'".
I append my own version of a chain-of-thought prompt, and I've gotten some responses that are quite satisfying and frankly enjoyable to read.
Yeah. In the example I shared, my charitable interpretation would be that it's identifying the trick question as "a setup" where the punch line is the confusion the audience experiences. And in a meta sense, that would also describe the form of the entire chat.