Don't you think we would have remembered if Monty had ever screwed the contestant, and showed the Grand Prize as the first door the contestant didn't win?

"Ok. Let's look at one of the doors you didn't select. ....... You didn't select the Grand Prize! Hurrah! So, do you want to keep your loser door, or take the other loser door?"

My understanding was that Monty Hall knew which door contained the prize. After he revealed a non-prize door, he more strongly encourage players to move when their initial guess was correct.