Tanto quanto eu sei, Tyrion apenas tenta contar a piada três vezes e cada vez é interrompido quase assim que ele começa. Na temporada 1 episódio 6, "A Golden Crown", em seu julgamento, ele mal tira a linha de abertura do caminho:
Tyrion: I once brought a jackass and a honeycomb into a brothel...
Muito mais tarde na temporada 6 episódio 8, "No One", ele não vai muito além:
Tyrion: I once walked into a brothel with a honeycomb and a jackass. The madam says...
Por fim, no episódio da temporada 8 6, "The Iron Throne", a cena termina com ele iniciando.
Tyrion: I once brought a jackass and a honeycomb into a brothel.
Então, a resposta para "Existe uma resposta canônica?" é não. Se você quer algumas possibilidades do que poderia ser, eu sei de algumas; aqui estão algumas este tópico do reddit.
Tyrion walks into a brothel with a honeycomb and a jackass.
Madame: What can we do for you?
Tyrion: I need a woman to lay with, for mine has left me.
Madame: Whatever for? And what's with the honeycomb and the mule?
Tyrion: My woman found a genie in a bottle, and he granted her three wishes. The first was for a house fit for a queen, so he gave her this damn honeycomb. The second wish was that she have the nicest ass in all the land, so he gave her this damn donkey...
Madame: And what about the third wish?
Tyrion: Well... she asked the genie to make my cock hang down past my knee.
Madame: Well that one's not so bad eh?
Tyrion: Not so bad!? I used to be six foot three!
I once took a honeycomb and a jackass into a brothel, and the madam asked me what I wanted. I said I would like to trade the honeycomb for a meal, and the jackass for a night with the most beautiful woman.
She asked me why I did not simply eat the honeycomb. I said the same reason I want to trade the jackass, I'm tired of having the same thing every night.