Watching Survivor Series 92 for the first time ever, and in a pre-match interview Savage tells Perfect that they've never wrestled each other.  They seemed to be heels/faces at the same time in WWF, and then both were NWO in WCW.  So did Savage and Hennig ever have a match?   Seems like a heel Perfect vs. face Savage would've been a classic, but the timing never was right for a feud

Yeah, I really can't recall a time when they met.  Both were heels when Savage was still active in early 91 so there's no potential for crossover there.  I don't recall them ever meeting in WCW, either.  And yeah, it would have been a hell of a match.