Have you read or seen the Sir Thomas More play by Shakespeare-and-some-other-people? It's charmingly hagiographic (we did a readthrough of it and by the end everyone was shouting "Oh, get on with it!" during his death speech), but that warm wit really comes across as his biggest character trait. He bribes a petty thief to embarrass a supercilious judge and Teach Him A Lesson, swaps clothes with his servant to play a practical joke on Erasmus, and a few other episodes in that line I can't remember.

I don't remember Jeremy Northam's More in The Tudors being very witty/amusing either (intentionally for the character at least - I did really enjoy Northam's sulky look sideways when Henry asked him how many heretics he'd ordered killed)/