I remember that... But I can't say what book it's from either... Perhaps it's from one I haven't read but someone commented on?
In any case, one of my favorites scenes in Discworld is in Eric, when the demon... Asthfgel (?) goes to the end of time and meets Death, then ask about Rincewind, to which Death replies "The Wizzard?!" in a clearly exacerbated tone.