At Oxford, Lee and Herring performed in a regular comedy revue called The Seven Raymonds, which also included the material and performance of Emma Kennedy, Michael Cosgrave and Tim Richardson.
In 1992 and 1993, they wrote and performed Lionel Nimrod's Inexplicable World for BBC Radio 4. For BBC Radio 1, they wrote and performed one series of Fist of Fun (1993), which was later remade for television and would pave the way for their mainstream fame.