In her mystifying shows, Aurélia Thierrée has crossed the stage in an upside-down sedan, blown cigarette smoke through her ears and poured wine while trapped in a chest, her limbs spilling out of drawers. So it’s disarming to find this saucer-eyed queen of the uncanny sitting on a simple folding chair, sipping a can of Coke, in her attic room at Montmartre’s Théâtre de l’Atelier. You half expect the contents of the dressing table to disappear or the pictures to come alive as they do in her new show, Bells and Spells, staged several twisting flights of stairs below. But the only disruption comes from her cat, who stretches out on a yoga mat by our feet, scratches around in the litter tray and eventually hops into Thierrée’s lap. He is as sleek and mischievous a presence as his owner is on stage.

Bells and Spells, which comes to the UK in May, is the dreamlike odyssey of a woman who is both light-footed and light-fingered. Thierrée swipes silverware from her suitor during a tango, nicks exhibits in a museum and even steals her way into a medieval picture.

In Aurélia’s Oratorio, at the Lyric Hammersmith in 2005, Thierrée performed for an audience of puppets on stage. Photograph: Tristram Kenton/The Guardian

The show’s multipurpose props include a doormat that becomes a dance partner and a breastplate for battle. Thierrée vanishes into a revolving doorway, builds a fantastical beast from hatstands and turns a coat hanger into a bird’s beaky profile. For almost 50 years, quirky creatures like these have featured in the shows of her mother, Victoria Thierrée Chaplin, who directs Bells and Spells.

The show explores how the act of theft is a performance itself, from a petty thief’s pickpocketing to the duplicity of major-league crooks. Her mother told her that the character in the show steals because the objects “want to be stolen”. It is an unlikely line of defence but fits the worlds the pair created in Murmures des Murs (2011), with its talking walls, and Aurélia’s Oratorio (2005), in which puppets watched humans perform.

What is it like to work with her mum? “Hell,” Thierrée replies instantly, joking. “I’m always tempted to say that: ‘Sheer. Hell.’ Well, it could be! You’re flirting with something that could be disastrous, potentially dangerous. But it works well for the two of us.” The show still feels chaotic, she says, as its illusions require precise timing and positioning. “Every single night something doesn’t work. Vicky used to say the minute we figure out how one show works, we need to move on to the next. It has to stay alive.”

Moving from one show to the next was part of growing up in a circus family. Aurélia was born in 1971 to Victoria (the daughter of Charlie Chaplin and Oona O’Neill) and Jean-Baptiste Thierrée. Her name came from the novel Aurélia by Gérard de Nerval and derives from the Latin for gold. But Thierrée hasn’t read the book and doesn’t dwell on poetic imagery: “It’s also the name of a big highway in Italy!”

Vanishing acts … Thierrée and Jaime Martinez in Bells and Spells. Photograph: Richard Haughton

Her brother, James, was born three years later and both were recruited for the family business, which started as Le Cirque Bonjour then morphed into Le Cirque Imaginaire and Le Cirque Invisible. James, who now creates his own brand of bric-a-brac acrobatic shows, remembers playing a walking suitcase with his sister in their parents’ production. Aurélia’s first memory is watching alone in a box on stage. “Then I graduated to the suitcase, which was a bit more exciting. Then an insect, then a monster. And then I stopped for many years. And when we started again, the first act [involved] a chest of drawers, so I felt at home right away.”

As a child she travelled around Europe with her family, parking their caravan in London at Hammersmith’s Riverside Studios. In her teens, Thierrée chose to go to school. It was only then that she realised how exciting her upbringing had been. But she adds that the circus had taught her discipline, too: “You need to be reliable.” I wonder how exposing it felt to perform together as a family in these handmade shows. “It didn’t feel public for some reason,” she says. “My parents were so private. They never gave interviews.”

If Victoria was reluctant to talk about her famous father and grandfather (Eugene O’Neill), then the feeling is mutual for Aurélia and James, who are endlessly quizzed about memories of their illustrious relatives. Aurélia was six when Chaplin died. But her evident unease at being interviewed – “I’m very bad at these things,” she mutters – is also because, like her mother, she wants the work to speak for itself. “It’s a pity Vicky doesn’t give interviews. I’d be interested, too, in what she has to say!”

A detective using the logic of dreams … Bells and Spells. Photograph: Richard Haughton

Thierrée describes herself as “like a detective” trying to figure out the sets and situations her mother designs for her. “I try to use the logic of dreams … In a dream, you accept absurdity as completely real. There’s a logic to your dreams while you’re dreaming them. It’s only when you wake up that you say, ‘What? That was ridiculous!’” The topsy-turvy logic of the show is mirrored by the audience’s reactions. Adults, she says, respond with childlike exuberance while kids are sceptical, eager to tell Thierrée they weren’t fooled by her tricks.

Circus, magic, dance and cabaret collide in her shows. If a stranger asks what she does for a living, how does she describe it? “I say I work in theatre, that I’m a performer,” she replies. “Then I change the subject!” I suggest she has a growing film career, too, but she describes her handful of movies as “encounters” and calls herself a “complete tourist” in cinema. Still, she has kept good company. She appeared in two films for Miloš Forman: The People vs Larry Flynt, as a receptionist, and Goya’s Ghosts, as the wife of a diabolical Javier Bardem. In Guillaume Nicloux’s surreal 2015 drama Valley of Love, she shared a scene with Isabelle Huppert and Gérard Depardieu. Her short films include Daniel Kruglikov’s The Farewell, a sour two-hander in a grotty apartment that crackles with fear and despair. On stage, she toured last year with an adaptation of François Truffaut’s The Last Metro and was in Deborah Warner’s production of La Traviata.

Watch a trailer for Bells and Spells

I had read that she lives in New York. “I don’t know where my home is yet,” she says, “but I’ll get there. I’m home here at the moment.” She signals the cluttered dressing room, where the cat dozes beside a pair of red high heels.

Bells and Spells made me wonder: has Thierrée ever stolen anything? “No,” she replies, smiling. “But I could start!” Around the theatre it gets a bit rowdy, she says – this is tourist-packed Montmartre after all. “Twice, pickpockets have tried to steal my purse.” She acts out the thwarted attempt. “I was like: ‘No, no, no!’ I’ve got more of an eye for it now.”