What is this creature sitting in David Lynch's Office?

Many of you may be familiar with David Lynch's daily weather reports, where he records himself giving the daily forecast from his office. Today I stumbled upon a video from 2006 of this delightful being sitting in the office chair where Lynch has recorded the weather report many times before. All the creature says, though, is something along the lines of "Thank you for my eggs". I've been reading the comments to try and figure out if this video is fan-made or Lynch-made, but either way, I've fallen in love with this usual egg-eating creature.