AND FROM OUR BELIEVE IT OR DON'T DEPT.: Sheena Easton's ex-husband, Sandi Easton (who was married briefly to the pop starlet when she was 19), is working the London club circuit as a female impersonator. Naturally, he's worked his ex-wife into the act. Billing himself as "The Other Sheena," Easton does a drag version of Sheena, explaining, "If any man can do Sheena Easton, I can, because I know her best." . . . And one of the eight finalists in the Elvis Presley Sing-Alike Contest, held in Denver last weekend, was a woman, Dalene Vanzandt, though we're not sure whether that makes her a male impersonator or not. The winner of the contest, which was held in conjunction with a local exhibition of the Elvis Presley Mobile Museum, was William Hall, a 25-year-old optical worker who wooed judges with his version of Elvis' "It's Now or Never." Harris said he owns "about 200" Elvis records as well as copies of Presley's marriage and driver's license. (Pop Eye's own personal favorite was runner-up Danny Lopez, who sang "Blue Suede Shoes" while wearing a black leather jacket and white leather sandals).