Yeah, from his very first appearance, Lord Julius was hilarious! Not far in, I remember Sim relying on a lot of comic book 'in-jokes' (moon knight, of course, and then he gets more subtle as the series goes on). I wonder how some of these jokes hold up today?
He uses the Roach character for most of his super hero spoofs. I'm 20 issues in and I've seen Roach spoof Batman and Captain America. In my opinion, both spoofs still hold up.