Roddy Piper -- Best Memory of Dusty Rhodes ... Donkey Smugglin'!

Dusty Rhodes was a "national treasure" ... the human embodiment of 24-karat gold ... so says his former ring-mate Rowdy Roddy Piper who's honoring his friend with a HILARIOUS memory.

Piper was clearly emotional about the death of the wrestling legend when we saw him out in L.A. Thursday -- so we asked him to share a memory of Rhodes that would make him smile.

What we got was AWESOME -- a tale of smuggling a donkey (or a zebra) to the 12th floor of an apartment in Minnesota.

"He was in a league of his own," Piper says.

R.I.P.