Origin of this phrase? "Riddle wrapped in an enigma..."

I see the phrase “Riddle wrapped in an enigma wrapped in a puzzle” often and have always wondered what it’s from. I first heard it in an episode of Newsradio when Jimmy James said something like this but finished the phrase by saying he was covered in “Secret sauce.”

Anybody know?

Winston Churchill first used it in a 1939 radio broadcast to describe Russia.

“I cannot forecast to you the action of Russia. It is a riddle wrapped in a mystery inside an enigma: but perhaps there is a key. That key is Russian national interests.”

Winston Churchill speaking on Russia. If he derived it from any earlier phrase, I haven’t heard it:

Wow, that was fast. Thanks!!!

And sometimes it’s in a vest.

BTW, the Newsradio / Jimmy James quote is, “I am cipher. A cipher…wrapped in an enigma … smothered in secret sauce.” Great show, great quote.

More recently, Joe Pesci’s character (David Ferrie) says it in the movie JFK.

A variation I’ve heard goes…

He is a riddle, wrapped in a mystery, poured in a douchebag.

… wrapped in a soft flour tortilla.

…with a side of two mockeries and a sham.