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I remember hearing Andy Richter talking about that.

When he was scheduled to go on Celebrity Jeopardy, he asked some people who had been on Jeopardy for advice, and I think it was Jennings who advised him to watch the show while holding a clicker pen and practice clicking it repeatedly after Alex was done reading the question.

It wasn't so much about getting the timing down, it was more about getting used to rapidly clicking the button. Using a pen gave you the audible feedback so if you didn't hear the click, you knew you either weren't clicking hard enough or you weren't fully releasing it before pushing it again. It helped train you to fully click and release the button repeatedly and rapidly.