Yeah, I sign my TK # when autographing.
A lot of funny lines help, too: when posing for pictures I tell people to "smile like I"m doing". Just after a picture sometimes I'll say "wait- I blinked!"... those usually always get a laugh.
I try to keep people amused, not scare the little kids and scare the older kids just a bit Here is SG, we try to keep out buckets on as much as possible, especially around kids. We don't want to spoil the illusion. If a kid asks me to take it off, I reply that I am too ugly to be seen without it.
Another good line to use when asked where you got your costume is "well, where do you get your/ costume?", which at least gets a chuckle out of that person's companions.