Leave the title as you suggest,
GCR2: A Riddle, Wrapped in a Mystery, Inside an Enigma
without any citations or quotation marks, or any mention to Churchill or any of it. In the introduction of the paper, however, make sure to mention where appropriate the quote, and to give the appropriate reference(s) to it.
In particular, do not try to add footnotes, or references to the title. Any of it would result in turning a clever choice of title into something very confusing, which may further lead to unintentional mistakes when others try to reference your paper.
(Truth be told, I imagine --hope-- a referee would ask you to change the title if you tried to include footnotes or the like.)
If you are worried that you are not giving due credit to Churchill (hehe) or somesuch, don't. Your introduction will hopefully clarify all of it.
In fact, if your title were something like "To be or not to be. Of proteins and men", where what you quote or reference is essentially universally known, I would suggest not to bother explaining it anywhere, as it could be perceived as you suggesting your readers would not understand it otherwise, and they in turn may react negatively to such a suggestion.