Everyone knows comedy works best in slightly shabby low-ceilinged rooms, preferably underground. Yet Cadogan Hall, just off the very well-heeled Sloane Square in Chelsea, is an elegant concert hall that’s normally home to the Royal Philharmonic Orchestra, boasting stained-glass windows and a wood-panelled stage.

But stand-up has found a home in similar locations – Union Chapel in Islington springs to mind – and the one thing you can certainly say here is that they have the money to book top-flight talent.

This month’s bill was headlined by Ed Gamble, serving up a couple of ‘greatest hits’ from recent shows, including his superlative routine going though the items on a budget hotel’s breakfast buffet. This is about as fine a bit of observation comedy as you’ll find, with a hilariously descriptive accounts of the items beneath every stainless steel cover in turn building laughs upon laughs.

The section about his neighbourhood WhatsApp group is beautifully constructed, too – the to-and-fro format of the messages allowing him to drip-feed information about the behaviour of the street’s errant electricians – and the curtain-twitcher who reported them

And while Gamble may be a heavy-metal fan, he’s such a by-the-book good boy that his story of taking edibles in Las  Vegas - perfectly legally, but way out of his comfort zone  – comes with heightened jeopardy.

Gamble’s pal and regular support act Chloe Petts hosted the night, trying her best with a relatively reticent audience of lawyers and fintech workers, until finally hitting gold in the third section, when she unearthed a French-horn player. Though crowd work was front and centre, she also included some material about looking a bit ambiguous, gender-wise, allowing her to be a spy reporting back from behind the enemy lines of male privilege.

The prestige of the venue – and its presumably moneyed patrons – was, of course, a running gag not just for her, but for many of the acts on the bill. Typical was Rhys James’s comment as he began a routine about the cost-of-living crisis: ‘I can see you don’t relate to this…’

Replacing the advertised Tom Davis at the last minute, James referred to this as a ‘corporate gig for the finance industry’ – with the contrast between the perceived wealth of the room and his frustrations giving extra heft to his excellent gag about how billionaire’s rags-to-riches stories are unobtainable.

James’s material about entering his 30s – swapping MDMA for YouTube videos offering laundry hacks – might be familiar comedy fodder but his smart, cynical, and winningly sneery take gives the relatable premise a sharp edge. Successful, too, was his reflections on how twentysomethings don’t yet know themselves – as evidenced by Love Island contestants. 

In contrast with James’s honed, clinical delivery, Nabil Abdulrashid beams and laughs his way through an upbeat set, projecting an infectious feeling that he’s having a good time.

He’s especially playful about what people think of him as a large black man, acknowledging that appearing intimidating can be used to his advantage. Even if he didn’t exactly pick up much from the childhood martial arts lessons he had in Nigeria with his sensei - in reality something of a weirdo who liked beating up kids – imparting only fake Japanese wisdom.

Abdulrashid performs with great timing and pacing, with  well-judged pauses and a conspiratorial air with the audience to get them on board with edgier gags. He loves stand-up, he claims, because: ‘I can say what I think and people think I’m joking. 

He can certainly boast some nicely silly euphemisms for white people, among others, as he mocks political correct terminology with elan, while having a nice, if worrying, story about what happens when playing the race card falls. Elsewhere, he covers toxic masculinity with the same light touch.

Sharon Wanjohi also has a few teasing jokes at the expense of what white folk do, using her far-from-ethic first name as a launchpad into the topic.  She confesses to be nervous about delivering such home truths to this very melanin-deficient crowd, but there are a lot of laughs of guilty recognition

The 27-year-old’s routine reflects the main concerns of her generation, primarily the impossible dream of home-ownership, which she illustrates with some depressing statistics – even if this section does end with a nifty rug-pull.

Her delivery’s lively, stories illustrated with mini-caricatures – the wannabe roadmen she used to teach are especially convincing – and even bursts of gospel music.

In all, a night of classy comedy to match the elegant trappings of Cadogan Hall. Thank goodness the creepy, abusive crook Mohamed Fayed was never allowed to his dream to turn this elegant listed building into a palatial home for himself in the 1990s.

• Comedy at Cadogan Hall returns on April 17 with Lucy Beaumont, Rob Delaney, Sophie Duker, Celya AB & Morgan Rees. Tickets.