The latest episode of Sound Advice with Janessa Slater — Vanessa Bayer’s music chat show parody webseries she produces with her brother, Jonah, for Above Average — finds her misguided media coach Janessa Slater pestering Demi Lovato today.

Roll the clip!

At the beginning of the week, though, both Bayer siblings sat down in conversation with Jack Antonoff (fun., Bleachers) at the 92Y. We learned a little bit more about music, comedy and the existential angst of a Millennial turning 30.

Speaking of all of those things, Vanessa Bayer proved to be her own best media coach when it came to Miley Cyrus, doing a Miley impersonation for her Saturday Night Live audition in the summer of 2010.

“No one had done her yet,” Bayer told Antonoff. “As soon as I got SNL, she became really popular,” even more so with a mainstream adult audience (Miley already had the Tween vote with her “Hannah Montana” series for the Disney Channel then). “I feel like I owe my entire career to her.”

Bayer’s pre-SNL experiences were mostly rooted in improv, via Chicago’s ImprovOlympic, Annoyance Theatre and The Second City. Impersonations weren’t as important, at first. “That sixth year that I was in Chicago, I just got really focused,” she said, specifically on preparing for the annual trip to the Windy City by SNL’s casting scouts.

Jonah Bayer thought his sister’s impersonation was funny but didn’t know who Miley was yet. “I didn’t know if she sounded like her,” he said.

This is what it looked like when Bayer’s Miley and the real Miley faced off on SNL in 2011.

“She’s really funny,” Bayer said of Cyrus.

And of course, a year ago, Bayer introduced Cyrus at the 2013 MTV Video Music Awards for her infamous twerking performance with Robin Thicke.

Miley hasn’t appeared on Sound Advice yet.

Sara Bareilles (who watched Sunday’s 92Y talk — and her websiode — from the audience), Drake, LeAnn Rimes, Bastille, TV on the Radio, NOFX, Travie McCoy, HAIM, Tegan and Sara, Aimee Mann and Ted Leo, and The Wanted all have submitted to Janessa Slater’s process.

Antonoff has shown up multiple times: fun. was the show’s first guest; he also played an intern in the Tegan and Sara episode, and also featured in the Governors Ball episodes. The idea of doing Sound Advice sounded so much more appealing after years of answering the same questions over and over again from “serious” journalists, he said.

“I think all musicians want to be comedians,” Antonoff said.

He also expressed jealousy that comedians can make unannounced drop-in appearances at comedy clubs, citing Bayer’s surprise performance last Thursday night at The Comedy Cellar with Amy Schumer (who sat in the audience for this 92Y talk) and others, to celebrate the late Joan Rivers. For a surprise gig with either of his bands, Antonoff said the band still has to load in all of its equipment. With comedy, on the other hand: “All you need is your body.”

“But then sometimes people don’t like you. And you’re like, this is all I’ve got,” Vanessa Bayer replied, adding that stand-up comedians have no one to hide behind.

She took a stand-up class one summer at Gotham Comedy Club while interning in New York City, then tried her luck at open mics the following summer. “Open mics, I found to be very tough in New York,” she said. Often, she felt she wasn’t funny, or she didn’t fit in. “It was like falling off a horse.”

Whether you’re a comedian or a musician, Antonoff noted that fame is a relative term. “The moment they find out about you is the moment you exist,” he said. He didn’t realize that Dane Cook, for example, had been doing stand-up for several years and built up a huge fan base before Antonoff had ever heard or seen him.

Bayer has four seasons of SNL under her belt. Even still, she said she doesn’t encounter too many problems with strangers recognizing her and approaching her. “When I first started people would ask me to do Miley all the time…and I’d be like, no,” she said. That’s not as much of an issue now. And there is one particularly great time to say hi to her in public: “Sometimes I’ll thank people for recognizing me when my parents are around,” she said, just because it makes them even prouder of her.

Her popular recurring characters on SNL include Jacob the Bar Mitzvah Boy, Rebecca Stern-Markowitz from the “J-pop American Fun Time Now” sketches, and overly serious child actress Laura Parsons.

But how did she and Cecily Strong come up with their infomercials fronted by former porn stars — a sketch that’s shown up multiple times in the final slot on SNL?

“We were going out to dinner on a Monday night after the pitch meeting,” Bayer remembered. “There was a Swarovski pop-up store that went up in Rockefeller Plaza for the holidays. We just started doing that voice.”

And from there, a sketch was born. “After we did it, Swarovski sent us a card” with the wrong name for their company on it, “like how Jamie Foxx said it,” she said. “They sent us champagne flutes…we kept saying, ‘The plan worked!'” she joked. Not really, though. There was no plan. Besides: “Nobody else has sent us stuff. I think (other companies) hated it.”

She happened to catch a repeat of one of her sketches, and came to a realization about her duets with Strong. “I thought we were doing the same thing, but we’re not,” Bayer said.

As for Sound Advice, now entering its second season as a webseries, the Bayers said they don’t have any particular “dream guests” they’re still pining to get on the show. Although performing with NOFX was a treat for both of them. NOFX was one of Jonah’s favorite bands in high school, which also meant Vanessa would hear plenty of them on their car rides to high school each morning.

Catch up with past episodes of Sound Advice with Janessa Slater: