Sean Hannity wanted to claim attorney-client privilege while simultaniously denying that he was a client of Cohen. That's strange, isn't it?
There seems to be some speculation about the nature of the engagement. Given that the other two clients of Cohen were using Cohen for hush-money arrangements it would be quite natural to assume that Hannity's pickle was pickle related also.
My theory is that it's something else entirely. Hannity's pickle is related to campaign finance laws.