‘SNL’ star Vanessa Bayer returning to Chicago, and that’s pretty cool

It didn’t take Vanessa Bayer long to make an impression on “Saturday Night Live.” On just her second episode as a featured player in 2010, the former Chicago improv player unveiled a bellowing take on Miley Cyrus that became and remained her signature role on the show.

But not anymore. These days, Bayer says, fans more often know her as Jacob, the comedically challenged bar mitzvah boy she plays on Weekend Update, most recently with Billy Crystal as Jacob’s wisecracking dad.

“A lot of times I get it from men who are 50 years old and up,” she says of the fan response to Jacob. “And that’s not normally my demo.”

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Some of her “SNL” characters are bound to surface during Bayer’s stand-up set Friday night at Thalia Hall, part of the Onion and AV Club’s second annual 26th Annual Comedy Festival, which also features weekend shows by Ellie Kemper (“The Unbreakable Kimmy Schmidt”) and John Mulaney (“Saturday Night Live”).

Though best known as a sketch performer, Bayer has been honing her stand-up act since her Chicago days, when she did some sets at Zanies between shows at iO and the Annoyance Theatre. She also plays a role in the upcoming Amy Schumer movie “Trainwreck” and will appear with Schumer and some co-stars in a fund-raising show June 18 at the Harris Theater.

“From living in Chicago for six years, I do know that now is the best time to go there,” she says in a call from New York. “When it’s cold here, I get mad at people cause I’m like. ‘You guys don’t understand cold.’ ”

No longer the greenhorn, Bayer has been at “SNL” for five seasons — longer than any other woman in the current cast — and expects to be back for a sixth.

“I don’t think you ever feel like you’ve mastered it or know what’s going on,” she says. “To be honest with you, that was the same thing I remember a lot of our improv teachers saying in Chicago: Like, if you feel like you’ve mastered improv then you’re not good at it. So I think the thing for me with ‘SNL’ is, the moment you think that you’ve got it, you don’t really have it. It’s a constant learning process.”

As is the job of portraying the ever-morphing Miley Cyrus. That first sketch was about the fresh-faced “Hannah Montana” star chirping compulsively about how everything is “pretty cool.” The singer’s evolution from Disney cherub to outspoken wrecking-ball rider has kept Bayer busy — appearing opposite the real Cyrus in a spoof of her 2013 MTV Video Music Awards shocker, and last fall as the current incarnation with the short platinum hair.

“I actually have a very good wig for that,” Bayer says. “You know, her hair’s always changing, so thank God we have a wonderful wig department.”

But the impression has not changed much. “If it needed to, it could,” she says. “But I feel like in the speaking/expression department, things have not shifted as much as in the hair and stuff.”

In another of her recurring bits — usually aired in “SNL’s” weirder final minutes — Bayer and another former Chicagoan, Cecily Strong, play glassy-eyed, slurring former porn stars trying to demonstrate their skills as spokeswomen for Swarovski, Hermes and the like. While dense with jokes of the darkest kind, the scenes aren’t easily grasped.

“What they’re doing is, they’re trying to get free luxury items, by taping their own ads for them? Sort of? I think it’s something along those lines,” Bayer says. “And also, they don’t understand what the items are and they certainly don’t understand how to say them.”

Bayer can relate — not to the porn part, but to the coveting of freebies.

“I got a reputation when I used to go on tour with Second City,” she says. “If there were extra waters, I would like take them. When we would get dinner and stuff on tour, I definitely got a reputation that I was like hoarding all the stuff into my bag.”

And now gets to play that on TV.

“Yeah,” Bayer says. “Cause some things never change.”