Known with some irony as the 'fireball' of Scottish comedy, David Kay is a uniquely dry, understated performer, drawing you in to the mundanity of his tiny world with a delivery that's reminiscent of a harmless fool muttering away at the bus stop.

With a rate of material development that could charitably be described as glacial, he's been honing routines on scone baking and alien abduction for more than a decade, creating a worldview that's entirely his own.

Most stand-ups get into comedy because of some damaging episode in their youth, he asserts, claiming to be no different. The switching of nutmeg for cinnamon on one of his early rice puddings inspires a ten-minute routine that's a masterclass in knowing just which expression of mild frustration to employ to keep the audience interested. There's an elusive quality to what makes Kay funny, as he doesn't have jokes so much as gentle musings that oscillate between the everyday and the surreal. Somehow though, it works.

His is a quintessentially Scottish perspective and vernacular, winning laughs simply from stating that 'the Bonnybrigg Triangle' is 'awfy handy' for getting to Glasgow or Edinburgh. It will be interesting to see whether his recent appearances on Comedy Central's Alternative Comedy Experience lead to more gigs south of the border.

His persona – and it's extremely difficult discerning where the real Kay begins and ends – is oblivious to his own insignificance, empathising with the Queen during the jubilee celebrations or Rupert Murdoch at the Leveson Inquiry, suggesting a ludicrous plan for his own replacement of the Trident weapons system.

Disregarding the vintage of some of his most trusted material, he establishes himself as an unlikely topical pundit on Scottish Independence and at a stretch, the Olympics, reflecting perfectly deadpan on the latter that 'I have never seen a generation so inspired'. He's an armchair pundit speaking for everyone. But there's innocence in his observations too, exemplified by his confused assessment of the Olympic torch relay. Just when you think you've got him pinned down to his safe, domestic sphere though, he'll reveal he was a participant in the London riots, a setup for him to share his old-fashioned, common-sense wisdom approach to looting.

Shrewdly, he doesn't just go for laughs at the expense of himself. The police in his world take him seriously when he reports the theft of his identity, at least initially, and when he enters into a battle of slow wits with an uncooperative scone mix, you find yourself attributing malevolence to the mixture. It all helps to create a fuller universe for him to be bemused by.

Towards the end, it feels like he's struggling to fill a full hour, hence the older material. And plenty of his routines – berating a newsreader for saying it's snowing when you can see for yourself out 'the windae' – don't really stand up to scrutiny the next day. Yet the personal affront he takes from Scottish newsreader Jackie Bird makes it much funnier than it should be. Kay's absurdism is often delightfully subtle and it would be a shame if it couldn't find wider appreciation across the UK.