My eye stumbled at it and I thought that writing Гайдай as Gayday is not the best way. It looks like a day of gays. :) May be, Guydui or something?

Among Ryazanov's films I would definitely recommend watching "The Garage" (Гараж) and "Railway station for two" (Вокзал для двоих).

As to Kin-Dza-Dza, I wouldn't recommend it to anyone, especially a foreigner. I never undestood that film and I can't undestand why it was to make it. That's just my opinion of course.