They may well be the gentle men of comedy but interviewing David Mitchell and Robert Webb is still an unsettling experience. The whole exchange is not unlike an episode of their glorious Channel 4 success, Peep Show. After all, they do look almost exactly like that sitcom’s social buffoons, with Mitchell (who plays the saucer-eyed, dark-haired, plummier one, Mark Corrigan) dressed in a checked shirt and light brown corduroy-based trousers, sipping tea, and Webb (who is the angular, fair-haired, scummier one, Jeremy ‘Jez’ Osborne) wearing a long-sleeved t-shirt and jeans, gulping coffee and sucking on Marlboro Lights. Each time I look at them they are staring back at me in the straight to camera, point-of-view technique which helped make the show fresh and exciting. As I ask my questions, I have no insight into their internal monologues (the sitcom’s other main device) but considering they have an audition for an advert in an hour and another date on their national tour later tonight, I wouldn’t blame them for having a Peep Show-like mind-drift.

We meet in the brasserie of Birmingham’s Malmaison, the noon after the first of their two shows at Coventry’s Warwick Arts Centre. It was a virtual sell-out, but the pair remark on the relative coldness of that audience which, to be blunt, has been mirrored in the tour’s reviews so far. One taunted that the show ‘stops just short of being funny’ with both laying the blame at the performers’ feet for not giving the audience a good enough time.

Had those reviewers returned to the Midlands leg, they’d have witnessed a far sharper, more inspired set, which admittedly doesn’t fully get into its stride until the second half as the crowd roared with delight at Mitchell’s pastiche of an excitable voiceover for Sky Sports football and went positively ballistic at Webb’s stab into the ludicrous world of mime. The critics might still have been annoyed that some of the sketches were straight out of the just finished BBC2 series, That Mitchell and Webb Look, but, in their defence, Python were hardly keen to drop the parrot sketch from their stage shows and Oasis would probably be crucified if they came up with a live set of completely new songs.

The people at a Mitchell and Webb show are your archetypical cross-section: couples of twenty, thirty and fortysomethings; tiny-bespectacled students; trios and quartets of lagery blokes. ‘The older ones will go for the more thoughtful sketches like the Queen’s execution and, um, um, well, whatever other thoughtful ones we have,’ notes Webb. Odd this, considering that if nothing else, the work of Mitchell and Webb comes directly from sharp and considered minds and is enjoyed by comedy fans who want more from their sketch routines than acres of slapstick violence and legions of catchphrases. ‘We haven’t particularly fought it but we don’t start out with a sketch thinking what would be a good catchphrase, and I don’t think anyone does,’ says Webb. ‘They’ve cropped up by accident or for practical reasons. When we did the snooker commentators for the radio (That Mitchell and Webb Sound), we needed to establish who and where they were quickly so you get the clack of the balls and “oh, that’s a bad miss”.’

Mitchell concurs. ‘The funny thing about it is that we came out of the TV show a couple of months ago and said that we didn’t have any catchphrases, and that we weren’t into that. But when you play to live audiences, they pick up on things and it’s a sign that some people want them. They’re also very good for merchandise.’ And lo, there are indeed T-shirts and mugs at their modest stall outside the venue, emblazoned by slogans such as ‘Don’t let me down boffins’ from their Question Time-esque debating programme fronted by the shouty Raymond Terrific and ‘That’s Numberwang!’ from their fast-paced absurdist quiz show.

Back in the mid-90s with Mitchell and Webb part of the Cambridge Footlights team which appeared on the Edinburgh Fringe, worrying about whether they should invent catchphrases that would or wouldn’t slip into the nation’s psyches was the least of their concerns. Getting enough folk to come to their shows at the Pleasance was the first hurdle, but soon their comedic sensibility eased them away from Footlights and into their own bona fide double act. Aside from the odd scathing review (‘I’m convinced that one paper sent along someone who hated both comedy and the English,’ reckons Webb) the pair did more than enough to nab the attention of those in the media who could fling open some doors for them.

But as Mitchell recalls, the experience wasn’t without its heavy downside. ‘Edinburgh was a very important part of getting on, but at the same time I can’t help having a bitter memory of being in this place where the signs of holiday are all around you and not only are you at work but you’re paying through the nose to do it. It was so much more stressful in the late 90s than this tour because there was so much riding on it then. If our show was good then we’d perhaps get work for the next year. It’s really high stakes and I’m surprised that there are not more murders on the Fringe.’

It appears highly unlikely that you’ll ever see David Mitchell and Robert Webb with hands around each other’s throats. For one thing, it must be a help that they go off and do their own thing from time to time; Webb has appeared in BBC3 comedy The Smoking Room and Ben Elton’s Blessed while Mitchell has been filming with Michelle Pfeiffer and Henry Winkler in Amy Clueless Heckerling’s I Could Never Be Your Woman and is set to appear in new Channel 4 sketch show Blunder. Most ironic of all, while David Mitchell’s character spent three series trying to get Olivia Colman’s Sophie naked, Robert Webb spent a whole movie in the buff with her, as naturists in this year’s Britcom wedding movie, Confetti. Colman was scheduled to appear on tour but having a baby rather put paid to that.

Above all, they seem to be naturally calm chaps. ‘Generally, we get quite irritated but not furious,’ offers Mitchell who once harboured ambitions to be Prime Minister though only to be able to make ‘embarrassing remarks about my successors.’ Webb insists that they’re ‘not ones for screaming at people or each other; it all just gets repressed then released in various private ways. Private, sick ways.’

The Two Faces of Mitchell and Webb, King’s Theatre, Glasgow, Sun 19 Nov; Peep Show DVD boxset of series’ 1-3 is out now; The Two Faces of Mitchell and Webb Live DVD is out on Mon 27 Nov.