Conan was 'given' to me by an old flatemate. He came home one day and I had been having a BBQ by myself featuring all 5 BBQ food groups as we used to joke - Chicken, Steak, Lamb, Pork, Seafood, & Beer.
That day I had been working and missed a couple of meals and was starved (missed I mean I had a couple sandwiches, I would never not eat).
When he got home I was sitting on the lounge with the newspapers in sections all over the floor and large piles of bones and carcass laying everywhere - he laughed and said it remiinded him of the scen in Conan the Barbarian when they feed Arnold though the bars in the cave.
Some other mates were there and heard this, so it became a bit of a joke to introduce me a Conan and after a while the name just stuck.