Vitaly Yurchenko had been having dinner at Au Pied de Cochon in Georgetown when he walked away from his CIA protectors Saturday night. He ended up at the Soviet compound much farther up Wisconsin Avenue near the Washington Cathedral. The managers of the restaurant, as any good capitalists would, immediately set out to take financial advantage of their small role in great power politics. They have added a new drink to the bar menu in commemoration: the "Yurchenko Shooter," a combination of Stolichnaya vodka and Grand Marnier on the rocks. That does not sound like a drink any self-respecting spy would ever order. Howard Stern's Return to the Airwaves

Wildman Howard Stern rides the airwaves again. The outrageous deejay, fired three years ago by Washington's DC-101 (WWDC-FM) and fired last month by New York's WNBC radio, where he had worked since August 1982, has a new radio job. In both cities, Stern had been known for his on-the-air slurs directed at blacks, Jews, homosexuals, the handicapped and anyone else he could think of. He raised questions about Princess Diana's virginity on her wedding day and, following the tragic Air Florida crash, called the carrier to ask about one-way fares from National Airport to the 14th Street Bridge.

In New York yesterday, Stern announced he was signing a "long-term deal" with WXRK-FM, an album rock station. He wouldn't give any details of his contract, which his agent said would make them both rich men. Stern said he would do the same show he has always done: "Take phone calls and go wild." He said his new employers would not stifle him and had told him "to be Howard Stern." His longtime partner Robin Quivers, who was with him here and at WNBC, will go with him to WXRK. Photos With the Royals

Royal Watch: It is three days and counting. If you haven't received your invitation by now to one of the big events where you can rub elbows with the Samsonite Couple, it's time to give up. Greeting the mailman every day doesn't help; the invitation isn't lost in the mail. However, there is still a chance to save face. Around town this summer, tourists took home with them photographs of themselves with President Reagan. It wasn't President Reagan, of course, but a life-size poster. The same enterprising people who thought up that poster have come up with life-size cutouts of Charles and Diana. They have set up at the Old Post Office Pavilion, and for a fee, you can be photographed looking rapturously at the photogenic princess of Wales and maybe no one will ever know you didn't make any of the parties . . .

For those who wondered about the Rolls-Royce on Wedgwood cups at Springfield Mall, it was accomplished. When the Royals tour J.C. Penney sans shoppers, they will get to see the $104,000 Silver Spur Rolls sitting daintily on four Wedgwood demitasse cups put there by Brown's Rolls-Royce of Fairfax. What this accomplishment means to western civilization probably cannot nor should not be explained . . . End Notes

Tom Clark -- the former business manager and close friend of Rock Hudson who was at his bedside holding the actor's hand when he died -- was left nothing in the will. Hudson also didn't mention any relatives in the will. Clark had been in a previous will, but after a falling out in 1984, Hudson had taken him out. The will, filed for probate yesterday in Los Angeles, left the entire estate to a trust established in 1974. The identity of the beneficiaries will not become part of the public record . . .

American humorist and now bestselling author Garrison Keillor is about to get married. The creater of public radio's "A Prairie Home Companion" will marry a Danish woman he met 25 years ago when she was an exchange student at his Minnesota high school. Keillor and Ulla Skaerved were reunited in August at the 25-year high school reunion in Anoka, near Minneapolis. They had not been in touch since 1964. It will be the second marriage for both. Keillor said Skaerved knows nothing about his celebrity, including his "Lake Wobegon Days" book success and his recent Time magazine cover. He would not talk about his longtime companion Margaret Moos, with whom he shared a house in St. Paul and to whom he dedicated his book. Things change quickly for celebrities . . .

Yoko Ono has now issued her response to former Beatle Paul McCartney's comments about her late husband John Lennon. In calling his former partner Lennon a "maneuvering swine," McCartney hurt. Ono said through a spokesman: "John's death has spawned a sort of cottage industry of grave robbers . . . We never expected that a man who was at one time John's best friend . . . would join such a club" . . .