Dunn and John Candy were the only ones who knew the lyrics to the song "Do Wah Diddy Diddy" and had to teach it to the rest of the company for the marching scene in Stripes (1981).
His name change to George Jenesky was done in an attempt to honor family members who had passed away. Others in his family did not appreciate it so he changed his name back to Conrad Dunn.
In his heyday during the 1980's, Dunn bore a striking resemblance to Robert De Niro, particularly the Taxi Driver character Travis Bickle: in Stripes, Dunn's Psycho was also extremely edgy and unhinged.