@centrox,
Not so much urban legend as time allowing Nazis to get confused in the public mind. Goebbels was far too serious a fellow to let someone stick gerbils up his ass, as this photo attests. Here, Goebbels has just found out the guy taking his picture is Jewish, and as you can see, Goebbels is all business:
Now Goering-that's a different story. Goering was a party person who was heavily into drugs and walked around all day wearing makeup and jewelry. Gerbils up the ass was a definite possibility with Goering.