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Marilyn Manson finally made his highly-anticipated cameo on "Eastbound & Down" last night ... and even though he was only on screen for 20 seconds, he still managed to feel the wrath of Kenny Powers.

The goth rocker threw on some yellow shorts and a pair of roller skates to play an awkward server at a roller skating rink ... who interrupts Kenny while La Flama Blanca is arguing with his wife.

TMZ broke the story ... Marilyn shot the cameo last month.