Back in March, during an off-week on his first season of “Saturday Night Live,” Pete Davidson flew to Los Angeles to perform at the Comedy Central roast of Justin Bieber.

In a slim black suit and $1,200 Don C Air Jordan 2s, he took the stage first, casually decimating the host, Kevin Hart, and the guests Ludacris, Shaquille O’Neal and Hannibal Buress, before focusing his blowtorch on Mr. Bieber: “I lost my dad on 9/11, and I always regretted growing up without a dad … until I met your dad, Justin. Now I’m glad mine’s dead.”

The weepy giggling in the room was cut with a palpable gasp, as if a few hundred people had all been simultaneously kicked in the sternum while being tickled.

For Mr. Davidson, 21, that was an optimal result. On a recent night in his Brooklyn Heights apartment, in the middle of playing NBA 2K15 on his Xbox One with his friend Anthony and placing several orders from a local diner on Seamless, he talked about making people squirm just a bit.