I know that in BG1 you could click on the characters many times and they had new fun dialouge, sometimes very annoyed...but that doesnt seem to be the case with BG2.
Or am I only experiencing a bug?

Thats why Blizzard RTS games own, click on the guys lots of times and they say funny things.

Um, i never knew that about BG1...*runs off to try*

as to your question, no i haven't experiened it in BG2 =(

I tried with BG II and it doesn't work. Sorry dude.

Well they do say some funny things. For example Edwin says: "Edwind do this,Edwin do that. Someone give this jerk a banana." and that always cracked me up.

It dosent work quite like that, the annoyance speeches are there, but they are triggered randomly rather than after pestering a character for a while. IIRC, it worked the same in BG1. Just pay attention during normal play and you will eventual here them.