The best week of comedian Nikki Glaser’s career — with her headline-dominating set at the roast of Tom Brady followed by the release of her new stand-up special — was not without unexpected surprises.

“Plopping down on the couch after that set was maybe the greatest feeling I’ll ever have in my life,” Glaser said to IndieWire about Netflix’s live Brady joke fest. “The amount of relief of nailing that when it’s live, when you’re on your period and you thought it ended, but it just started up again right before you walked onstage. And there were no tampons in the Kia Forum, so you had to use a folded-up napkin, and make yourself a pad, which is only being hung in place by a tiny strip of spandex on your thong that could fall out at any second. There was so many things that could have...