But if they answered any relevant question, they were held to have forfeited their Fifth Amendment rights and had to answer all other questions.

That is still true, I believe, per multiple SCOTUS opinions.

That's why it's always shut the fuck up friday.

So I wondered why nobody tried the tactic from an old Frank R. Stockton story about a man conversing with a sphinx

Because the courts will hold against you if you do that. A US judge is not going to be stymied by this One Cool Trick to protect your rights, because they never have.