Giving a whole new meaning to the phrase ‘hostess with the mostess’ is Highgate-born burlesque performer Alex Frances aka Lady Alex, the founder of the Wam Bam Club. A cheeky variety show featuring “comedy, magic, music and burlesque”, Wam Bam started life on a boat on the Thames three years ago and has now taken up a weekly Saturday night residency at the sumptuous Café de Paris.

Speaking about her character, Alex, a trained actress, tells me: “Lady Alex has recently been described as Amazonian but I prefer glamazonian. Like a lot of burlesque performers, I am a strong female presence, I strut around, keep everyone in line and keep the energy going.”

Key to the Wam Bam brand is variety, with every week featuring a new and exciting troupe of headline acts. The only constants are the seductive trio, the Wam Bam Belles and 33-year-old Alex herself.

Discussing her particular art, Alex, who had her first tassle turning class at 30, says: “Burlesque is tease not sleaze. It’s light, fun, glamourous and sexy often with a heavy hint of satire and comedy. We never bare more than a breast which is always covered with a nipple tassel. I tell stories with my burlesque routines. I do one about falling in love with Bin Laden which is a cheeky fun satirical piece. Stripping – no, but enchanting and revealing – oh yes. I think you could say acceptably risqué.”

But Wam Bam is much more than a show. The evening also includes a free pre-show burlesque class, the option to dine in style in the decadent ballroom and an exclusive after-show party.

“I think people want more,” Alex says, “and that’s what Wam Bam gives you, it’s value for money and you get a whole night but it’s also bringing back romance and glamour. People want to dress up and go out and have that time away from the real world. With Wam Bam you come into this amazing place and have this amazing experience.”

Hula Boy, Jason Wood, Nina Conti, Bees Keens and Red Sarah perform at Wam Bam on Saturday, October 10 at Café de Paris, Piccadilly Circus, London. Tickets: www.wambamclub.com (£40/£25 adv)