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A Mr. Cheeky is a gorilla species found in Wario: Master of Disguise. They are found in Sneezemore Cave. They are apes, made to appear old, as they are seen wearing dentures. They try to hurt Wario by passing wind on him. As such, the "cheeky" in his name may be a reference to buttocks.
This poor ape is old enough to need dentures, and yet still doesn't have the hang of the whole potty-training thing. Hence the undies and angry demeanor.