The quote comes from a 1966 biography of Nehru (the first Prime Minister of India), written by Walter Crocker (who knew him personally, due to being the Australian High Commissioner to India). (Quote provided here.)
> Once I heard him ask a foreign visitor, who was a little dashed by the indian practice of eating with one's fingers, whether he knew what the Shah of Persia had said: the Shah found eating with a fork like making love through an interpreter. (Nehru himself always ate with a knife and fork.)
The quote appears to have been variously attributed to Nehru himself and the nonspecific Shah in a variety of places since then. Whether you trust Walter Crocker's honesty in a book and/or Nehru's honesty when talking with a culture-shocked foreign visitor is up to you.
Nehru was Prime Minister of India from 1947-1964. If he was discussing "the Shah of Persia" at the time, he'd have been referring to his contemporary Mohammad Reza Shah, who held the position from 1941-1979.