He’s the comedian, not me, but Brett Goldstein is having a good laugh at something I’ve just said.

“Man, I wish you’d said that earlier,” he giggles, “I’d have stuck it on the poster.”

I’d been telling him how much I liked his previous Fringe show, Contains Scenes Of An Adult Nature, which he brought to Edinburgh in 2013. For an hour in the Pleasance Courtyard, the London-based stand-up had recounted his first-hand experience of the Northeast blackout of 2003, a near-apocalyptic lights-out scenario that had happened while he was spending a year studying acting over in New York City. Much of the show centred on his own attitudes to – and uses of – pornography, but what had impressed me was the pacing, structure and overall storytelling masterclass of his performance.

And, as we talk today, I’ve come up with a way to describe this, hence his laughter. So here it is, for the next poster:

Brett Goldstein is the Ronnie Corbett of sexual confession.

That description isn’t just relevant to his 2013 show. It was also true of Brett Goldstein Grew Up In A Strip Club, his stand-up turn of 2011 which again drew on true-life material: as a 20-year-old he went to Marbella to run his dad’s strip club for a year. I don’t know for sure yet, but it might also apply to Burning Man, the hour of comedy he’ll be performing, again at the Pleasance, all through August. (When I ask him about the new show’s confessional aspect, he admits that “this time I’m talking about drugs and various things”).

Goldstein didn’t hit the Edinburgh Fringe last year. Instead he went to Burning Man, the week-long happening/event/call-it-what-you-will that takes place in a desert in northern Nevada (its own website states “Burning Man is not a festival. It is a catalyst for creative culture in the world… It’s a way of being in the world”). So, what drew him across the Atlantic for another adventure?

“In all seriousness, I kind of did go hoping for answers,” he admits. “I have a friend who went eight years ago, and every year he said to me ‘You have to go to Burning Man because it’s what you’re seeking and it will change the way you look at the world. It’s kind of a spiritual quest.’ But every year I didn’t go because it’s in August and I was in Edinburgh. And then last year I thought ‘Ok, I won’t do Edinburgh this year, I’ll go and have this experience instead.’”

And did he find a “catalyst for creative culture” or the evolution of San Franciscan hippy bulls***?

“Well, do you know what? In fairness to Burning Man, it did inspire creativity because I ended up wanting to talk about it in this show. Like any idealistic thing, Burning Man is great on paper, and I kind of agree with all of its principles, but the people really get in the way of it, know what I mean? Maybe it’s just personal to me, but I found it very difficult to be that sincere for that amount of time, and I seemed to be quite alone in that.”

Goldstein’s Burning Man experience doesn’t form the entirety of his new show, but it’ll help give it its structure. And that’s what’s so great about his work: he’s funny, absolutely so, but there’s real craft in the way that he puts an hour of material together. No matter how personal his anecdotes become, there’s always something universal buried within, and crucially that makes the audience consider where they stand on a particular subject: you’ll laugh for the duration but come away thinking. In a comedy world where rather a lot of acts on the Fringe seem content to present unscripted improv or works-in-progress, Goldstein thinks highly enough of Edinburgh that it remains the place to premiere a new show that may well have taken two years to write.

“I think this is my 12th year of coming to the Festival in some capacity or other,” he explains, “and it’s always how you structure your year: your year is geared towards Edinburgh. But the exciting thing about Edinburgh is that you can preview your show a million times but when you put it in that room, it suddenly feels different. There may be things I can’t predict. And I force myself every day to put a new joke in somewhere. That keeps me on my toes because I know there’s a bit coming up that I’ve never done before. It also means that if they work, by the end of the month you’ve got 28 more jokes in it than you had at the beginning.”

In the August-to-August gaps between Edinburgh Fringes, you’ll see plenty of rising and established comedians appearing on television on panel shows or delivering pared-down routines as part of a shared live-audience bill. If you see Goldstein on the small screen, however, he’s more likely to be acting. In the past couple of years, he’s become a familiar face on, admittedly, the margins on comedy television, with the regular role of Tom alongside Ricky Gervais in Derek, plus parts in Uncle, and Dave Channel duo Undercover and Hoff The Record (the latter a mockumentary with Baywatch star David Hasselhoff). He’s also had small roles in a handful of feature films. So is his career at a crossroads, one direction stand-up, another direction acting?

“I don’t think so,” he insists. “I’d never want to leave stand-up because I love it. The reality is, yes, it’s nice I’ve been doing a lot of acting but that stuff doesn’t take very long. You film for a few weeks and that’s it. And as long as I don’t have too hard a schedule when I’m filming, I still do gigs at night because I’m a workaholic. I don’t like not having a gig for longer than a week.”

One project that did demand more time and creative input was SuperBob, a feature film shot back in 2013 but due for release this autumn. Not only does Goldstein have the starring role alongside Catherine Tate and Natalia Tena as a mild-mannered London postman whose gains superpowers when hit by a meteor (he can save the world but not fix himself up with a romantic date), he also co-wrote the script.

“It’s been such a long journey with this film,” he says, “so we’ll be delighted to finally get it out into the world. We’ve done a lot of festivals and done well at them all. But unlike stand-up, it’s really weird because you can’t control it. Once the film starts, you’re trapped with the audience and there’s nothing you can do. With stand-up, if the audience turn on you or they hate you, you can address it. But with your film, you can’t stop the film and say ‘Can we start again?’”

So, unless Hollywood beckons, there’s no reason to believe Goldstein will be abandoning the bare-stage-and-a-mic format any time soon.

“The beauty of stand-up is that it’s always there,” he insists, “unless I get to the stage where no one will have me. And if no one will have me, I can always set up my own night and put it on in a room above a pub. Acting and all that stuff is wonderful, and I love it, but it’s unreliable and you’re at the whim of thousands of strangers to decide that you can do it and when you’re allowed to do it. Stand-up you can do any time, and it’s completely yours, it’s autonomous.

“I realise more and more how lucky stand-ups are because I can’t think of any other job where it’s pretty much completely in your hands. I’m beginning to think that stand-ups get spoiled, in that you get used to being in charge of your thoughts so that when you do any other job – whether it’s a panel show or an acting job or office work – it feels like a compromise if you have an idea but then someone else goes ‘But what about this?’”

As far as he’s concerned, the comedy stage is the best place to be open and talk about subjects that, in other circumstances, would be difficult to talk about.

“On Twitter there’s no room to really say anything more than ‘Porn is bad’. But in a stand-up show, particularly in an hour show, you have the space. And I like to have the space to try to look at things in a lot more depth, with a lot more context.”

And that’s why an hour in Brett Goldstein’s company is an hour well spent.

Brett Goldstein: Burning Man is at Pleasance Courtyard until August 31 (not 17), www.pleasance.co.uk