Well, I guess you also need to explain "Conchita" as a first name, coupled with the last name "Wurst" (sausage). Conchita is the diminutive of "concha", meaning "shell", but that has a very explicit meaning in Spanish: it is used to designated the vagina in a very vulgar way.  
 So the name Conchita (vagina) Wurst (sausage, i.e. I leave to your imagination what it stands for), is clearly no coincidence...