T.J. Lazer is a futuristic cop show. Little is known about the identity of TJ himself, or why he wears such an intensely garish spandex uniform, but he does a cool twirling move whenever he holsters his weapon. Murphy copies the trick, partly because it will impress Jimmy, but also because he gets "a kick out of it". Coo - ool.
It is because of his gun twirling that Lewis starts to realise that RoboCop is in fact Alex Murphy. This occurs when RoboCop twirls his gun into it's holster at the firing range.
T.J. Lazer is a parody of the real life television cop show T.J. Hooker.