When a West Coast comedian flies into Buffalo, in January, on the coldest night in a long while, and plays a Thursday night room in a resurgent but still largely dormant downtown Buffalo, in a club that just opened, well, he’s going to make fun of it.

“It’s more than a pleasure to be here,” said Rob Schneider, once of “Saturday Night Live” and for nearly 20 years since, of many screen projects involving animals, children and in-laws. “It’s also a huge inconvenience for me.”

He just flew in, is what he’s saying. And boy, are his arms tired, is what he means.

“You know you can leave, right?” The room laughed, for the thousandth time at that suggestion.

That much is understood; Buffalo can’t possibly be high on Schneider’s list, after all, regardless of the paycheck it will provide him. He’s a busy guy, though you may not know what exactly keeps him that way.

Schneider’s three-night, five-show run at Buffalo’s sparkling new and promising Helium Comedy Club, located in the former Benchwarmers and WJ Morrissey’s in the Cobblestone District, is the culmination of a lot of blood, sweat, tears and laughs. The club is beautiful and well-lit, the bar is large and well-stocked, the dining room is full-service, and the performance space is well-organized. It’s befitting someone of Schneider’s name recognition.

It’s also worthy of an audience in silly little cold Buffalo; obligatory joke or not. But that talk is for another day.

Schneider hasn’t lost his edge, but he hasn’t honed it either. The roles he made famous on “SNL” – that collegiate-sophomoric, sarcastic-chauvinistic, geek-bro, lady-creeper, weirdo of a man-boy – they’re still pretty funny. You can’t use a copy machine without badgering whomever is next in line about how you’re makin’ copies. And they probably know the reference. His performances did earn him three Emmy nominations in his four seasons on “SNL.” Something was working there.

But the thing is, as his set at Helium on Thursday night revealed, with all those characters, some of them etched into “SNL” history, we still never got who Rob Schneider was; we got his inane characterizations.

Now, some comics work that way. Some are character-driven and some are personality-driven; others, like Andy Kaufman, were flat-out performance artists. As a sketch star, whose action calls for acting and theater, character works. As a stand-up, it leaves Schneider up there alone.

His set exhausted most bullet points on the How to Be a Comic cheat sheet: airplanes, nagging wives, in-laws, making the bed, sexual exhaustion, nagging wives, girlfriend lunches, reality TV, nagging wives, the economy, and some bits about nagging wives. None of it was gut-busting, and anything funny was chuckle-inducing at best.

A run-through of the standard hot wife-lazy husband bits was funny. (A recently canceled sitcom based on his Mexican wife’s family was otherwise at home at CBS.)

Once every 15 minutes we got a funny character voice, often an annoying girlfriend out for drinks with her cookie-cutter girlfriends. It reminded me of his best parts on “SNL,” where he would butcher the prettiness out of every decent young lady type and downgrade her to a total buffoon; his Frat Pack comrades, Adam Sandler, Chris Farley and David Spade, made that a trend.

But that was then. And this is now, with a baby and a family and a busy career behind him.

That opener about Buffalo being an inconvenience for him? It didn’t appear to be Buffalo’s fault. I think it’s the stage and/or screen that he’s outgrown.

Schneider seemed disinterested, and though dressed nicely for the gig, in a fitted suit and tie, it was not fresh. He looks a mature 49 years old. He has made 40 films since 1990. He looks tired. And he looks inconvenienced.

He knows he can leave, right?