Talking to another of her pals, Sir Cliff Richard, on his BBC Radio 2 show, Paul remembered visiting New York with Cilla, when, he recalled, "I used to go into quite dicey nightclubs with her, and I'd say, 'Cilla, give us the Tom', meaning the jewellery.
"Then all the jewellery would come off, and I'd had like a million pounds worth of jewellery in my pocket."
Open Image Modal
Paul O'Grady and Cilla Black were firm friends, sharing holidays as well as glam nights out
Cilla once described in an interview that her ultimate present to herself would be a diamond, worth a million pounds.
Following her husband Bobby's death in 1999, she came to rely on her close-knit circle of showbiz pals, including Paul O'Grady, Cliff Richard, Dale Winton, Joan Collins and Christopher Biggins. Following her death, Sir Cliff revealed that he had been due to see her later that same week at her Spanish home.
Paul has been open about his grief for his friend, and his shock at her passing. She had been suffering with aches and pains, he said, and had struggled with hearing-loss, but he'd taken to communicating with her by text.
Cilla's funeral will take place in Liverpool on Thursday.
Click here to listen to Paul O'Grady's show on BBC Radio 2.
Cilla Black: 7 Facts You Didn't Know
Cilla Black(01 of07)
Open Image Modal
Cilla’s version of ‘Anyone Who Had A Heart’, one of her signature tunes, was named one of the biggest female hits of the 1960s by Radio 2. Dionne Warwick originally recorded the song, claiming Cilla had copied her rendition and adding: “I honestly believe that if I'd sneezed on my next record, then Cilla would have sneezed on hers too. There was no imagination in her recording.” (credit:PA/PA Archive)
Cilla Black(02 of07)
Open Image Modal
Cilla may have given Simon Cowell a firm “no” when it came to appearing as an ‘X Factor’ judge, claiming she would find it too difficult to put down the less talented contestants, but she has some experience with TV talent shows, having judged the stars of ‘Soapstar Superstar’ in 2006. (credit:Julian Parker via Getty Images)
Cilla Black(03 of07)
Open Image Modal
And speaking of soaps, Cilla finally achieved one of her showbiz dreams in 2013, when she made a guest appearance in the Rovers Return as part of a sketch for ‘The One and Only Cilla Black’, a retrospective on her 50 year career. (credit:ITV)
Cilla Black(04 of07)
Open Image Modal
Other recent acting credits Ms Black has under her belt include a guest appearance in ‘Benidorm’, where she played an exaggerated version of herself. She was meant to be starring in a new sitcom ‘Led Astray’ with her pal Paul O’Grady, but ultimately the project was shelved after they complained they couldn’t handle the long hours. (credit:Ian Gavan via Getty Images)
Cilla Black(05 of07)
Open Image Modal
Cilla became known in the late 1980s for her show ‘Surprise Surprise’, when her controversial decision to sing at the ending of each show divided the nation. Sadly, Sheridan Smith does not take on the challenge of this number during the ITV biopic about her life. (credit:Anwar Hussein/Anwar Hussein)
Cilla Black(06 of07)
Open Image Modal
When asked why presenting had taken a back seat now, Cilla admitted during a ‘Loose Women’ interview that she’d rather see young and attractive people when she switched on TV, later telling The Lady: ‘I’d rather watch Holly Willoughby on TV than me.’ (credit:Steve Parsons/PA Archive)
Cilla Black(07 of07)
Open Image Modal
She may be known for her light-hearted entertainment, but our Cilla’s not afraid to get political when she feels strongly about something. A staunch supporter of the Conservative Party, she once said Margaret Thatcher had “made Britain great again”, and appeared on stage at a Conservative Party Rally in 1992. (credit:Neil Mockford via Getty Images)