One such sketch he and McCulloch wrote for Madonna never made it to air. It saw the pop megastar seducing a paper boy, played by “SNL” cast member Anthony Michael Hall, who was 17 at the time.

While many know McKinney from Canadian absurdist comedy troupe The Kids in the Hall — or as the current star of CTV's “Mark McKinney Needs a Hobby" — he was also a writer for “SNL” in 1985 and ...