Assume they already know it, and ask them to explain it. A good explanation is almost as rare as understanding it.
If they don't know it, then ask to solve.
The early controversy with the Monty Hall problem was that explanations left loopholes, or weren't compelling enough, and even people who who should have known better didn't understand the solution clearly enough.
Yeah, because it's in every easy undergrad stats textbook.
The problem with asking trick questions in an interview is that, although they may make the interviewer look smart, they are orthogonal to the ability to do the job. It's better to ask how to solve a current, pressing problem and see what questions the candidate asks. It's the questions that elucidate thinking style. Also, it's crowdsourcing and you can attribute or blame the candidate as the case maybe.
The other part is getting along, so if an interview doesn't include something fun, it's all boring formality that doesn't allow anyone to get to know each other. Take them to a normal lunch if possible, because much more is learned by how people eat.
