I always assumed it was just an apocryphal story. So I was surprised to see the story circulating this week, because apparently we've got a diary from 1602 that is the source of the story.
Really? Things like this don't just pop up, so naturally I figured that this is a known document. I wasn't too pleased with this "on display to the public for the first time ever" stuff.
The Diary of John Manningham Page 39. You're welcome. I still figure it's an urban legend, but at least now I know that it comes from a source at the time and wasn't created a few hundred years after both men were dead. Today I learned!