The comic told the Plot Twist podcast of the time he helped Lock move into a new flat in North London, giving his friend an old wardrobe that was too big for his own place.
Unfortunately, they couldn't get it in.
"It just wouldn't go round the last bit of the stairwell" he recalled. "So we just sort of left it there, did all the other moving. And then, at the end of the day, we thought, 'well, what are we going to do with this wardrobe?'"
Resisting the urge to fly-tip, they drove it round to the nearby home of comic Simon Godley instead.
"It was 11 at night and we rang the bell.
"'It's Bill and Sean. We've got the wardrobe you ordered.'
"And he just sort of went: 'Oh, okay'.
"And he came down and we were just standing there, deadpan. 'You wanted this wardrobe'. And you could tell he was thinking 'Did I?'
"We got the wardrobe out of the van and put it outside his flat, but we couldn't keep it up. He went: 'Oh, that is very funny.'
All three of them then drove round to Mark Lamarr's.
Unbeknownst to them, Lamarr, at that point the host of Channel 4's late night show The Word, had been a victim of a malicious caller leaving threatening messages on his phone. "He was a bit paranoid" Bailey recalled.
Parked in the dark with the engine running, they once again left the wardrobe outside, with Godley inside, ready to jump out.
But when Lamarr shared his fears with them, "Simon didn't feel it was appropriate to terrify him more, he just opened the door and went: 'Oh. Hi Mark. Sorry, I was going to jump out ...'
"So then Mark got in. And me, Sean, Mark and Simon, we ran around to Simon Munnery's house, we jumped out the wardrobe there ...
"Then Simon got in ... We went around Jeff Green's house, left it outside ...
"Eventually, it ended up on stage at the Comedy Cafe in East London.
"That was one of my fondest memories, The Night Of The Wardrobe. It sounds like one of those Eric Sykes films and it sort of was."
Speaking at a childhood bereavement charity event last week for Winston's Wish, Bailey revealed that he still experiences grief over Lock's death and forgets that he's passed, finding himself poised to message him.
He said: "The nature of grief means that there are those moments that just keep happening.
"Those triggers - you never know when they're going to arrive, and you know never know from what source they'll come or what the catalyst will be. They can sometimes just ambush [you].
"It's happened to me on a few occasions with Sean and it can be anything. Sometimes, I see something and think "Oh I should tell Sean" and I go to text him. I see something funny and think that he'd like that. There's a location, a piece of music, even a taste and it takes me back."