Did Sir Terry Wogan burn his colleague's scripts?

The veteran BBC TV and radio broadcaster Sir Terry Wogan has died at the age of 77 after suffering from cancer.

In 2011, he appeared on the BBC One comedy show Would I Lie to You?. He claimed that he had previously set fire to a colleague's scripts while they were live on air.

But was he telling the truth?

Courtesy BBC One / Zeppotron