To some degree all these personae are re-creations of the Pierrot figure, a disguised Gnosis in the form of parody. Bowie has repeatedly appeared on stage (and still stages) as the ‘Pierrot in Turquoise’, a sort of a Threepenny Pierrot (the colour turquoise connoting “the British symbol of everlastingness” as one of his early teachers gnomically recollected).
Moorcock’s “Cornelius Chronicles”, one of the few pieces of literature produced in England in the second half of the twentieth century, also treats life as a harlequinade. Amongst other things. I must post about Cornelius at some point.