An interesting thought. I am unaware of any such diares...although I am one of the few people who've actually read "Just Malini," the "book" written by Max many years ago. His son, Ozzie, let me read it when I was a kid.
I believe that the first mention of Erdnase in a magic book is in a footnote in Downs' Art of Magic published in 1909, seven years after Expert was published. If Erdnase were known to magicians you would think he'd be mentioned/referenced earlier, talked about more. That doesn't seem to be the case.
I should be clear on this: I don't believe anyone knew who Erdnase was outside of the author himself. As previously mentioned - the reversal of Erdnase to "E.S. Andrews" was a convenient fiction, useful in dealing with the printer, illustrator, and bank, something I believe the author did to conceal his real identity, logical to them when he reversed his name to "protect his identity."
If the printers knew his real identity, anyone wanting to find the elusive Mr. Erdnase would only have to contact McKinney to learn the truth. In actuallity, if someone did, all they would learn was that it was a "Mr. E.S. Andrews," which is a dead end.
I believe that the Erdnase persona was created by the author for a variety of reasons, some I believe I've previously described. I don't believe anyone - magician, card mechanic, whatever - worked or lived under the name "Erdnase." Erdnase is purely a literary device both in persona or writer's voice as well as being a device whereby the author could have his real name "in public" and remain anonymous. The purpose of the creation of the complex anagram was to hide his real identity yet have it out there "in plain sight" so to speak. It must have been quite satisfying to the author.
As a consequence I don't believe any of the stories of anyone saying that their father "knew Erdnase" because that would mean the purpose of the anagram had been discarded or ignored by Erdnase and that he placed his true identity in jeopary, trusting those he told to keep secret something he'd worked very hard to protect.
Two old sayings come to mind: "Three can keep a secret when two are dead," and "I can keep a secret, it's just the people I tell who can't keep their mouths shut."
This, of course, would not stop individuals from claiming to be Erdnase since no one knew who he was and certainly he wasn't going to come forward to correct things as he would have nothing to gain. This is like the occasional codger who claims to have been one of the Little Rascals or was the "guy in the monkey suit" in the original King Kong.
I don't think anyone, inside or outside of magic, knew who Erdnase really was. Certainly Bill Hilliar didn't.