I've found the last interview with Давид Губерман, the main person behind the Кольская сверхглубокая project, who died last year.
Here is the link: http://www.mvestnik.ru/shwpgn.asp?pid=201110224240
He was disappointed when people asked him about that "hell" nonsense, but not about the scientific value of the research.
The article mentions an unnamed Finnish youth newspaper, which allegedly published a joke about the hell for the first time on the 1st of April.