Some TMNT stuff was always meant for grownups.
Cudley the Cowlick is a trans-dimensional being who first appears in Archie Comics' Teenage Mutant Ninja Turtles Adventures issue # in 1989, reappearing in issue # and issues 12-14. He later appears in Mirage Comics' Tales of the TMNT as the same entity crossing over into multiple continuities, featuring in the stories The Crystal at the Heart of the World and All Tomorrow's Yesterdays, both also involving the Wild West C.O.W.-Boys of Moo Mesa. Cudley is able to carry individuals in his mouth and carry them to foreign planets and realms.
Earth cows also have an affinity for him. During Queen Maligna's attack on Earth, Cudley had been shot by the aforementioned alien queen's ship and crashed near the Amazon, home to the Mighty Mutanimals, while carrying Screwloose and Leatherhead from Stump Asteroid. The cows were already there when the Mutanimals discovered Cudley, licking the massive alien's wounds clean, which was suggested to be a sign of respect for Cudley.
When the Wingnut, Screwloose, and Leatherhead attacked the Mutanimals for getting too close to Cudley, it was the Cowlick that stopped the violence by shouting at them, demanding they save their energy for Maligna's troopers who were already gestating in cocoons behind them.
Although unable to fight the insectoid warriors, Cudley was the one who transported their unconscious bodies to Dimension X. He is later seen with the Mutanimals, plus Wingnut, Screwloose, Leatherhead, Kid Terra, Mondo Gecko, Raphael, and many of the cows from earlier. Presumably, he returned to Stump Asteroid when the conflict was over.
Cudley is a relatively benign entity, while he does work for Mr. Stump for unknown reasons, he often goes against the wrestling organizer's wishes and transports people across space if they have a good enough reason.
He is on good terms with the Turtles after kidnapping them to compete in Intergalactic Wrestling on Stump Asteroid and consequently bringing them back to Earth. He is often shown to be very friendly toward the turtles, taking them throughout time and space when asked.