“It’s the most fun show I’ve ever been in – it really is,” says McGregor, who also joined the cast for the Sydney Opera House season of the show which blends cabaret, acrobatics and burlesque.

“It’s one of the only shows I’ve ever done where the cast don’t sit around trying to bide their time in the dressing room; everyone comes out with a drink and watches the rest of the show.”

McGregor was in Adelaide this week working on the 2016 Cabaret Festival, which she will co-direct with Eddie Perfect, and will return for the full season of Club Swizzle at the Adelaide Festival Centre’s Space Theatre from December 29 until January 17.

Produced by the creators of the hit cabaret show La Soirée, Club Swizzle is hosted by New York comedian and entertainer Murray Hill and features a house band (Mikey Lira and The Night Caps), acrobats the Swizzle Boys, Russian circus performer Valerie Murzak, UK burlesque artist Laurie Hagen and New York jazz singer Dandy Wellington.

McGregor says Hill begins working the room about an hour before the performance starts.

“He gets to know everyone in there and he always just finds these characters, so it’s a kind of interactive show and you can just get involved as much or as little as you want.

“Every night has a really unique feel to it.”

The Swizzle Boys. Photo: Prudence Upton

The Swizzle Boys, who start the evening as cocktail waiters, will be performing several acts which McGregor describes as “quite dangerous”.

“One of them goes backwards through this hoop that is moving and if he doesn’t get it the first time he will keep doing it until he does … by the end, the audience has been whipped into a frenzy.”

She promises that when it is her own turn to get up on the bar and sing, she’ll be bringing out some show-stoppers – including a mash-up of Nina Simone’s “Feeling Good” and Gorillaz’s “Feel Good Inc”.

“That’s usually my big opening song. It is a lot of fun – just like the night itself, it starts very classically and then amps up into something different.”

Looking ahead to the Adelaide Cabaret Festival in June 2016, McGregor says she and Perfect have been busy locking in acts, as well as planning “a few different things” with the format and performance spaces.

“It’s shaping up to be a really exciting season.

“There will be a really good mix between old and new … there are a few favourites coming back but there are a few people that we absolutely love who we are not bringing back this year just to allow space for some new acts.”

Barry Humphries, who directed the 2015 Adelaide Cabaret Festival, had a key piece of advice for his successors on their appointment earlier this year: break rules.

McGregor believes the beauty of cabaret is its lack of rules.

“For me, the only rule is intimacy.

“You have this direct dialogue between the audience and the performer, and as a member of the audience you have to feel like you are connected to something in a visceral way, which so often these days we’re not.

“It’s live and it’s a little messy and vulnerable – the beauty comes from all of that.

“That’s our only rule – it has to be genuine and it has to be intimate, but other than that, really, anything goes.”

Club Swizzle will be open at the Adelaide Festival Centre on December 29, with performances continuing until January 17.