A 'late night sexy disco party with a fuckin' line-up and a half' is what we're gleefully promised during the opening night of Colonel Mustard and Friends, a cabaret show with a distinctively mustardy flavour, by 'Colonel' John McMustard. For those who don't know his work already – which is almost everyone outside Scotland – McMustard has built a reputation as the leader of Colonel Mustard and the Dijon 5, a party band of formidable force on the Scottish festival circuit, whose fans wear home-made uniforms of off-yellow to their gigs.

The band are so popular with their audience in Scotland that McMustard is branching out into the Fringe circuit, both with his own children's show (Colonel Mustard and the Big Bad Wolf, also at Gilded Balloon), and with this revue gig featuring friends who also happen to be performing in Edinburgh. He's right about the quality of the line-up he's gathered together here, but first of all there is some introductory music by a slimmed-down Dijon 5 to play.

That the group can play songs about West Coast sectarianism ('you've got more mixed messages than Lidl's middle section… you sing songs about history when you failed your standard grades') and 'Snooker, Pool and Darts' as a social cure for male mental health issues tells us why they're so beloved, with fun music, sharp humour and light social commentary all gathering in the same place.

This set us up nicely for the first night's guests, including a solo set from Hugh Reed of the Velvet Underpants, the Dijon 5's predecessors as Scottish party provocateurs; Cat Hepburn, with clips from her solo spoken word show #GIRLHOOD; stand-up from Roisin Caird which takes in hormonal contraception and her taste for 'sad Catholics'; and Tom Maguire and the Brassholes, another party band in the Dijon 5 mould. No doubt the Colonel has plenty of other friends, and the quality of this line-up will be repeated throughout the run.

Gilded Balloon at the Museum, until 25 Aug (not 15, 17, 23, 24), 10.30pm, £10 (£9).