No, Mr Hennessey he didn't. He said, "Beware of the dwarf!"
"I will not go down in history as the greatest mass-murderer since Adolf Hitler!" - Merkin Muffley
Billy Barty was part of two sitcoms that used the same joke. The more famous is of course, "Golden Girls", with Blanche offering Brent Collins "shrimp?" then walking out in humiliation. Barty has a cameo as Dorothy's father in her dream. A decade before, Barty played the father of the boy Bess wanted to marry on "Phyllis"; Cloris Leachman is silent throughout, then turns to him and asks, "Shrimp?", pretty much doing the same thing.
"Great theater makes you smile. Outstanding theater may make you weep."