Don Quixote is a character mentioned by Donkey in a 2001 interview. He was said to have possibly worked with Donkey on bringing his story to Broadway as a musical. Of course, Donkey would play the role of Sancho's donkey.
He would soon be referenced in the Shrek 4-D queue, with a movie poster promoting an adaptation of his story. The title was Donkey-Xote: The Feel Good Comedy of the Dark Ages.