In early 2015, a couple of months after his mother died, David Baddiel wrote to his younger brother, Dan, a sometime taxi driver in New York, setting out his plans for “a warts-and-all stage show” about their parents’ lives, and asking if he had any objection to the idea. Dan sent him a one-line reply: “You’re not doing it.” The comedian’s elder brother, Ivor, maybe knew him a little better. When Baddiel explained what he had in mind, Ivor simply said: “We could talk about this for two hours, and go back and forth on it, but I may as...