Paul Chowdhry, born Tajpaul Singh Chowdhry in 1974, says the decision to anglicise his first name shouldn’t be overhyped. “When I got to school at five years old,” he explains, “my dad told them my name was Tajpaul. The teacher asked if they could call me Paul – obviously that extra syllable was a bit too difficult for them – and it just sort of stuck.”

“In any case, it’s not like I’m [R&B singer] Jay Sean, is it? His name is Kamaljit Sing Jhooti, but the geezer is calling himself Jay Sean. If I wanted to distance myself from being Asian, I’d have dropped Chowdhry… which is probably one of the most dangerous last names I could have had in Britain.”

With brown skin, matted black hair, a sharp jaw-line covered by yet more matted black hair, and a flat in London's Willesden, it seems fair to say that distancing himself from being Asian has never been one of Chowdhry’s priorities. But while he is proud of his place at the top table of British-Asian popular culture, and his act features plenty of niche jokes with a peppering of Punjabi expletives, Chowdhry still feels uneasy about being billed as an Asian comedian.

“I don’t like to be labelled like that,” he says. “It seems unfair to use a banner term as if I represent all Asian comedians. Why do you need to say ‘Asian comic Paul Chowdhry’? You wouldn’t say ‘white comic Michael McIntyre’ even if all his stuff is about being white. Which it is.”

What could be confused for over-sensitivity, Chowdhry insists, is actually simply a personal sense of pride. “As a comedian you want to be recognised for your material, for your performance and what you do. You don’t aspire to be pigeon-holed. So when people talk about Asian comics as if we are all the same, it’s annoying. Look at Romesh [Ranganathan], he’s Sri Lankan. I’m Indian. Yeah there might be some crossover, but we do have different backgrounds. I think there can be a real broad brush stroke approach to diversity in the entertainment industry and that’s unhelpful.”

A mainstay of Chowdhry’s routine over the years has been his “Dave” character act, which sees him affect a stereotypical Cockney accent and caricature various white, working-class tropes. The “Dave” voice, he says, is largely a response to the “bud bud ding ding and head-bobbing rubbish” that is alleged to resemble an Indian accent and mannerisms. “Honestly, I swear none of us do that.”

Does Chowdhry ever worry about alienating white members of his audience? He strokes his beard for a moment and says: “I wouldn’t like to think I’m alienating them… on some level I’d like to think of it as an opportunity to educate them. I might talk about the differences between Bengalis, Punjabis and Gujaratis, but that’s mostly because I want people to understand that we aren’t all the same. There are lots of different subcultures within the Asian community. So when I’m calling all the white guys in the audience Dave or all the white women Tracy, I’m taking the piss out of the ignorance involved. I know all white people aren’t the same, of course I do, but then I expect the same obviousness to be applied to knowing not all Asians or Indians are the same.”

While some of Chowdhry’s previous shows – What's Happening White People? and PC's World ­– drew plenty from the idiosyncrasies of many Indian families, such as parents’ failure to readily accept teenage relationships, they were delivered without much judgment. Chowdhry managed to use the status quo as a punch line in itself, but beyond the initial quirk of contrast between English and Indian cultures, little was made of the dark side attached to these gags.

Chowdhry’s more recent material, including his latest show Live Innit, is more explorative. Among other things, Live Innit covers class, Brexit, online dating and a real stickler for the Asian community – mental health. “It’s my most personal show yet.”

The aim of Live Innit, Chowdhry explains, is not necessarily to criticise Asian culture, but rather to “add a bit more context” to some of the jokes he has made over the years. “I think sometimes people laugh at stuff within the Asian community without fully understanding some of the pressures and pain behind it.” To Chowdhry’s credit, his act has matured and become more serious without becoming too preachy. Live Innit is every bit as funny as Chowdhry has been in the past, but with an added depth that should see its future YouTube clips shared for reasons other than to make people laugh.

Depression, with which Chowdhry has experienced “an on and off battle” for many years, is something he says that Asian families tend to struggle to understand. “Mental health problems aren’t discussed in the Asian community really. We don’t even have a word for it. Across all those Indian languages, there isn’t one that actually has a word for depression or anxiety. You’re seen as a mad man, really.”

Chowdhry continues: “I suppose within the Asian community there is a natural stand-off between fact and fiction. Facts mean education, stability, a good job, you know. Fiction means fantasy. Because mental health is something that you can’t quantify – it’s happening in someone’s head – I think maybe Asians and Indians struggle with that abstract concept a bit.”

Anxieties specifically surrounding status, according to Chowdhry, can often form the basis for mental health problems, particularly in Asian men. “The pressure against blokes is definitely stacked. Take education, for example. Even with private tuition, I wasn’t that academic personally. That’s frowned upon. At school you’re expected to get 10 A*s even if you only did five subjects.”

Those anxieties are only compounded, Chowdhry thinks, by “constant comparisons with relatives, family friends or even people you don’t know”. He says: “It’s not healthy. If you get told ‘Mr Kumar’s son has got 15 GCSEs’ or ‘Mr Patel’s son is a doctor’ all the time, it’s not going to do you any good. If you’re constantly comparing yourself to other people, when do you figure out what you want for yourself?”

The “trinity of judgment”, as Chowdhry terms it, is Asian uncles’ tendency to ask about “your car, your house and your marriage” at family get-togethers. “The idea that a marriage is like a qualification,” he says, “definitely undermines it. It doesn’t seem to value forming a relationship with someone and it seems to just be reduced to ticking a box.”

Grief, as well as tact, he adds, is another concept which the Asian community needs to work on. Chowdhry’s mother died when he was five, but it is only as an adult that he has been able to explore what that meant to him and his life. “I think as a kid you don’t really get it anyway. You just assume they’re going to come back. My understanding was that mum’s just gone to sleep. As I’ve got older, obviously I’ve been more inclined to have the conversations I wasn’t able to back then. But like I said, the pushback from an Asian family is in that they don’t want to get caught up in all this unquantifiable emotional stuff. Because the answers aren’t straightforward, not even a little bit. Asian families don’t want uncomfortable issues. Maybe white families wear their hearts on their sleeves a bit more. Maybe we could learn from that.”

Migrant families especially, Chowdhry suggests, perhaps felt an extra pressure to have a “strong image” when they came to Britain in the 1960s and 70s. “I think the older generations who came over here in the 60s and 70s had to look strong because they were coming to a hard country, and there had been a massive risk involved in uprooting themselves and making the journey in the first place. So they saw anything that made you look less strong – depression for example – as a liability. There was an unwillingness to say what they were really feeling, if they were scared or nervous for example, and culturally that seems to have persisted.”

What, then, does Chowdhry propose as a solution? The former Dixons employee doesn’t pretend to have a silver bullet for mental health problems or indeed attitudes towards them. But he says: “In fairness, I don’t think that the need for understanding mental health problems better is an issue specific to the Asian community, but maybe there’s some more work to be done there. I do think right now there is a readiness to over-medicate people generally. I know people who have gone to a doctor after a break-up and been given anti-depressants. I think that’s a dangerous game. I think people need to know that they have got more control – or at least the capacity to control – their own minds. And they should do that, for a start, by being able to talk more about how they’re feeling, really feeling, with their families.”

Paul Chowdhry is on tour with Live Innit until 15 June, with shows at Hammersmith Apollo on 4, 6 and 7 April.