sign his PGP key or prove that he owns the wallet with 1 million bitcoins.
There is a 1 million btc wallet

??
no.. he has like few hundred thousands of wallets with 50 btc in each... if i recall correctly.
So, what if he lost his private key? I mean, personally, i've lost a few keys in my life and i had to update all my boxers with my new public key. Shit happens.
If that happens, i guess we can never really be sure who satoshi is .