Once a “modest hot dog vendor,” local burlesque performer Red Hot Annie “still knows how to make the wieners boil.” She’ll perform along with Donna Touch, Wham Bam Pam, Bonny Babs, The Honey Buns, and Paris Green in Vaudezilla’s Erin Go BraLess at 10 PM at the Blue Bayou Bar & Grill in Wrigleyville (3734 N. Southport).