And this is why she was asked to do Fashion Police, people... She's not scared of ANYONE, least of all the very scary Sean Penn. Shame this didn't actually do this while she was on Fashion Police at any point, and we only have her version of events which she recounts here to a (very hoarse) Jimmy Kimmel, but the picture taken at the The Hollywood Reporter's Women in Entertainment breakfast back in December.
According to THR: "At the breakfast, Penn was so taken aback by Griffin chastising his limp locks that he mentioned it while presenting an award to Melinda Gates, saying, 'I walk in and the first face I saw was Kathy Griffin saying I might have considered hair gel'." So it did happen. And she lived to tell the tale.