Sadly enough, I've been ask the UDP/TCP question many times, so I have a good answer, though I have never studied either in depth. So, in theory that would be a great question. But, it is asked too often to really be of any use.
Besides, you can dig deeper in any direction, depending on the candidate profile. For a network engineer, understanding on the packet level is important. For a web programmer, the interaction between server and client is important (HTTP headers, MIME types etc, webserver scalability etc.). For a sysadmin, understanding of processes and interaction of applications and OS is important. All those can be derived just from a simple question -- what happens when you click on a link