I was listening to rogans podcast with Adam Sandler and they were talking about how Adam prepped for the special because he was way too famous for clubs for it to be unnoticed and Sandler said he would pop in and do sets opening for his friends and contact promoters in towns he was in and do a guest spot.
So with the fame, they still do sets and test out material. I remember Chappelle used to do it when he was making his comeback. Articles would pop up that he did a surprise guest spot at whatever club. Also how Eddie Murphy was prepping for his Netflix special that was supposed to come out back in 2020 before covid shut everything down. Louis CK is another one that would make surprise appearances.