I believe that's the connection. There's always Korla Plankton . . . Chandu the Magician takes place mostly in the Sahara desert. Obviously it should be another player of oriental stuff. It expresses a resigned frustration.
Gnomes are also common.
It's usually a bandana tied around one's skull. This could stand a little further explanation. It has a talking dog in it who waxes philosophical. A Visual Documentary. I guess the name stuck.