I'm pleased to see that giants are involved. The show's website has its own explanation, but I prefer Wikipedia.
Despite their generally negative depiction in the Bible, Lord Mayors of the City of London carry images of Gog and Magog (depicted as giants) in a traditional procession in the Lord Mayor's Show. According to the tradition, the giants Gog and Magog are guardians of the City of London, and images of them have been carried in the Lord Mayor's Show since the days of King Henry V. The Lord Mayor's procession takes place each year on the second Saturday of November.
The Lord Mayor's account of Gog and Magog says that the Roman Emperor Diocletian had thirty-three wicked daughters. He found thirty-three husbands for them to curb their wicked ways; they chafed at this, and under the leadership of the eldest sister, Alba, they murdered their husbands. For this crime they were set adrift at sea; they washed ashore on a windswept island, which they named "Albion" - after Alba. Here they coupled with demons and gave birth to a race of giants, whose descendants included Gog and Magog.
What elevates that account is the dry language in which this extraordinary information is conveyed. I particularly like the commonplace tone of "the Lord Mayor's account of Gog and Magog says that the Roman Emperor Diocletian had thirty-three wicked daughters" and can't help wondering what a Bible belt fundamentalist would make of it all.