This is news to me! Puzzling, too. It's not funny enough to be a joke, but it's hard to see how anyone could seriously have got this idea into their head. We don't even have a cousin called Paul. Could our surname have confused the hapless editor? We do have a cousin who's the Duke of Westminster's PA, which I suppose is in the same ball park, but she bears no resemblance at all to Princess Diana's grovel-and-tell publicity hound.
The ways of Wiki are strange. I'm tempted to correct the page, but even more tempted to leave it alone.