Totally out of sync with the rest of the World I know - but it wasn't the KLF that burnt a million pounds - it was the K Foundation, an organisation founded by Bill Drummond et al using the profits from the KLF, The Time Lords, and the Justified Ancients of MuMu after those bands had all folded.
Crikey I'm a pedant aren't I - and sorry - would have been sooner, but I only lurk on here occassionally.....
I could have sworn in my question that I'd put I'd accept any of their names, but I clearly didn't. I think I gave up after spending ten minutes working out the plural of alias so that I didn't attract any comments from lurking pedants