Proud Embankment opened it’s doors on the South Bank this weekend for a raucous preview night of burlesque and cabaret variety — with many more to come!

I took a burlesque virgin with me, and as we walked in the doors, through the lush velvet curtains and up the sweeping stairway to the cocktail bar for a Cosmopolitan (or two), he turned to me and said, “It’s very….Moulin Rouge, isn’t it?”

Yes. Yes it is. And I realised, as we took our cocktails to the edge of the balcony, looking down over seated guests and an impressive aerial performance rig, complete with starlet casually relaxing back on her hoop in a position I could never imagine a human body to relax in, that this is actually a rare thing.

Because Proud Embankment evokes all the fantasy of a Baz Luhrmann masterpiece, spiked with the gritty pedigree only found in the real Moulin Rouge.

With a mix of seated dinner guest elite and balcony cocktail fanatics (the riff-raff, naturally!), the evening went ahead seamlessly, from contortionists and lounge singers mingling amongst the crowd, to a full show with the delightful hostess, Chastity Belt, keeping the crowd in check and at the right temperature. It is the perfect setting, with every moment a performance, a delicacy to be consumed.

Show-wise, the evening encompassed an excellent variety, we were taken on a journey through song and dance, burlesque and cabaret with The Cancan, contortionists, fire breathing, even a fan dance — top marks for 1920’s nostalgia! A bit of gungho cowboy boylesque, and my personal favourite (for something unique), a girl-on-girl Tango, performed to Roxanne, the Ewan McGregor and Jacek Koman cover, of course.

A delicious, decadent evening in an immersive new venue hidden in the centre of London, what’s not to love? You simply cannot afford to miss it of your list of London experiences.