Jane Turner loves nothing better than a wig to help her get into character. The frizzy perm was the crowning jewel in her creation of foxy moron Kath Day-Knight in Kath & Kim.

So playing Margaret Thatcher with her famous, immaculate helmet of hair has obvious appeal.

As revealed in the Sunday Telegraph, Turner is one of the actors in the Sydney season of Rupert, David Williamson’s cabaret-infused stage biography of media titan Rupert Murdoch.

The cast is led by James Cromwell (Farmer Hoggett in Babe) as Murdoch and Guy Edmonds as his younger self, with Turner playing Thatcher and Dame Elisabeth Murdoch among other roles.

Rupert premiered at the Melbourne Theatre Company last year. It has since toured to Washington and will go to London’s West End next year. But first it has a four-week season in Sydney.

Though reviews have been mixed, with some critics considering it as little more than an animated Wikipedia entry, audiences have embraced it (as is usually the way with Williamson).

Turner saw the play in Melbourne and found it “thoroughly entertaining”. Asked to take over the roles of Thatcher and Dame Elisabeth, she says she didn’t hesitate.

“I love doing a lot of different roles in a show. I think it’s always great fun, particularly doing it in a fabulous, funny wig.”

Asked if she’ll have several wigs in Rupert, she laughs. “I hope so. I cannot perform without a wig. That’s in my rider!

“There is an amazing difference between a wig that is funny and a wig that isn’t funny. To the naked eye it might look exactly the same wig but when you put them on you just know if they are funny or not,” says Turner.

“I had some wigs (for Kath) along the way that weren’t funny. The original, scrawny, nylon wig that we used for the first series was pure comic gold. By the end (of the series) I was wearing that wig back to front because it was so stretched in the front of it. It was very funny. It’s still in my cupboard like an old, dead rat. I love it.”

Turner has plenty of experience playing real people from her sketch show days in Fast Forward and Full Frontal when she parodied the likes of Lady Di, Ita Buttrose, Sharon Stone and even Woody Allen.

When it comes to Thatcher, she says: “it’s all in the wig again because her hair was pretty distinctive, and also the voice. And she had a bit of a waddly walk, similar to mine. But hopefully I’ll get a chance to bring something more than just a sketch quality.”

Turner was last seen on the Sydney stage in 1999 in Ben Elton’s Popcorn. But she says she loves returning to the theatre when she can. In 2010, she performed in Tommy Murphy’s Holding the Man in London.

Next year, she stars in Jumpy, an English comedy by April De Angelis, for the Sydney and Melbourne Theatre Companies, in which she plays a woman facing the mother of all mid-life crises and battling with her teenage daughter.

“That will be so much fun. It’s a very meaty role for me,” says Turner.

As for a return of Kath & Kim: “never say never,” says Turner.

“We are having a nice lie down and trying to kill them off but they keep rearing their ugly heads. We do like them so who knows. I love doing Kath and I find her so easy to write for too. One day we might put her in a different format. She could have her own Tonight show or something.

“A long time ago we talked about a stage play. We love the cast and we love writing for them so we may do something, but who knows. At the moment we are happy to do other things.”

Rupert is at Sydney’s Theatre Royal, November 25 – December 21. Bookings: Ticketmaster 136 100

A version of this story appeared in the Sunday Telegraph on September 14