The return of the series in which the interviewee becomes the interviewer in the following week's programme opens with the writer, actor and comedian Jeremy Front asking questions of the writer, actor and comedian Rebecca Fron. Fans of the recent and superb Incredible Women series will know that the brother and sister have already proven their comedy worth as a Radio 4 double act, but this takes it to a more intimate level with discussions about their shared memories. Jeremy soon realised that his younger sister was ripe for ribbing and began years of mental torture involving a pixie and Ken Dodd. He's heard all of Rebecca's anecdotes before, but we haven't, so he's kind enough to encourage her to let rip. The Mike Leigh audition story is truly hilarious.

The scourging of the Murdock empire is a goldmine of new material for comedians. The biggest audience guffaw in this returning series comes when interviewer Rhys Thomas asks his guest - fellow comedian Simon Day - if there really isn't anything that he wouldn't do for money. Day, fast as a whip, comes back with "Well, I wouldn't hack into people's phones." It's no secret that I love this series: it's akin to the empathetic questioning techniques of Kirsty Young or Victoria Derbyshire being channelled through Alexei Sayle or Steve Coogan - lots of insight, but even more laughs. Rhys does not push Day too closely on his addictive personality - something that the comic has been very open about in his recent autobiography - but we do get to hear about his spell in a borstal, which he refers to as being like "a violent boarding school".

Radio review: Chain Reaction

Stephen Merchant gets nervous before hero Jarvis Cocker.

Final show in the series. Stephen Merchant (last week's interviewee) talks to Jarvis Cocker about the disadvantages of wearing spectacles, being tall and gangly, rock festivals, rock idols and what really happened when the Pulp singer threw the contents of an ice bucket over Michael Jackson at the Brit Awards in 1996. It's on FM only because the special ecumenical Westminster Abbey Service of Evening Prayer, to be attended by both the Pope and the Archbishop of Canterbury, is on Radio 4LW from 6.00-7.15pm. Edward Stourton (as so often this week) presents.

Harry Shearer, voice of evil Mr Burns and hapless Ned Flanders on The Simpsons, American comedian, writer, and radio host, chooses as his interviewee Stephen Merchant, co-writer of TV's The Office and Extras, more recently an actor, standup and 6 Music presenter. The resulting conversation is most entertaining, a rare glimpse of comedy back rooms, a snowball of reflection on what makes something funny, how jokes grow. Merchant on his youthful experiments with a radio station in a hedge is sublime, their thoughts on comedy as a control mechanism is a tonic.

Ruby Wax was on Radio 4's Chain Reaction this week (hooray! A woman!). Her turn to interview, and her guest was comic actor Harry Shearer - Derek Smalls from Spinal TapMr Burns and others from The Simpsons. Ruby is one of the best interviewers ever, in my opinion, and she didn't disappoint, hurrying Shearer on when needed - "so cut to when you're funny, we haven't got all day" - or pulling him short when he glossed over a tale. "Are you bitter?" she asked Shearer, an old friend of hers. "You still look bitter." I wish she still had her own chatshow.

There's a lovely bit of bonding going on in tonight's edition as last week's interviewee, Ruby Wax, selects actor and comedian Harry Shearer as the guest she would most like to probe. Both are from the other side of the Pond but share an astutely observed fondness for the British and, indeed, for Radio 4. Shearer is best known here for his range of Simpsons voices and as Spinal Tap bassist Derek Smalls, but in the States he's hosted a syndicated satirical radio show since 1983. Their combined wit and experience is electrifying.

When writer and impressionist Ronni Ancona appears on QI, the show is sometimes a little less funny than usual but always greatly more interesting and even absorbing. She was a boon to QI and proves to be the same again here as she takes the role of first interviewer in a new run of the tag-team chat show. Her guest is comic Lee Mack, who has as many one-liners at his command as you'd hope and expect but gets drawn into richer areas about working in comedy. This is the joy of Chain Reaction: the guest is interviewed by someone who really knows their work and enjoys pressing for information that lighter chat shows miss. And you'll never guess who Lee Mack chooses to interview in next week's episode.

Chain Reaction (Radio 4, Tuesdays, 6.30pm) has been the highlight of my late-summer listening. Through it I've come to like Frank Skinner, discovered that Eddie Izzard can still throw aside the ponderous trappings of Hollywood semi-stardom and be himself again and found, in Alastair Campbell, a charm that he managed to hide so successfully during his years as Tony Blair's minister of propaganda. And every week I've told myself that, this time, I'll resist the temptation to write about it here and focus instead on the new.

But then last week Campbell only goes and interviews Alastair McGowan and all best intentions exit stage right. Last Tuesday's Chain Reaction was probably the best of the series so far, as McGowan gave a masterclass in how he does what he does so well. Slipping from one voice to the other, frequently during a single sentence, he analysed how they came to be. The Nerd Voice, for example, which he was already using as a generic, suddenly acquired a real-life person to attach it to: John Major. "The reason why it's the Nerd Voice," he said, "is because it's completely devoid of emotion and heart.

"Technically, it derives from the back of the throat, which is also used by Brian Perkins" - changing gear ever so slightly to become the legendary Radio 4 newsreader - "but Brian has a connection with his chest, so you have this wonderful, resonant open voice, while Major" - shifting the voice a couple of inches upwards - "is stuck in the throat, so he's cut off from feeling.

"Michael Heseltine," he continued, on a roll now, "had a fabulous oratory voice. He had a trapped 'R' and he couldn't speak properly, but when he really got going he was trapped and there was a little bit of shyness there and there really was a great power to it."

And by God he was right. So simple, and yet so intricate. "There are places the voice goes to," he summed up, "and the deeper it goes, the cooler you are."

Prompted by Campbell, McGowan gave us his Tony Blair, which derives much of its authenticity from the former PM's habit of replacing his "I" sounds with "U" sounds - "Uff the Honourable Member thunks..." but confessed himself stymied by the next PM, David Cameron: "Just sound posh and whisper."

But of course, McGowan is best-known, not for his political voices - Rory Bremner has that covered - but everything else. David Beckham, for example, is an unconfident Stuart Pearce, and when McGowan segued from one to the other you saw exactly what he meant. The same voice, but with a different man behind it.

Look, the latest series of Chain Reaction will soon be naught but a beam in the eye of memory (McGowan talks to Simon Callow today; should be interesting), and I'm going to write about something else in a minute, but there was one last McGowan moment to warm our way into winter. "I've recently discovered Neil Oliver, of The One Show," McGowan said, in Scots character, "and one thing I've noticed is that he's really passionate about everything he does, but he really has to keep his passion under control, because if he ever gets carried away with it, he's just going to turn into" - mid-sentence segue - "Billy Connolly!" The mind's ear caught the connection and thought 'I could do that.' As if.

A brief mention of the finest put-down of the week. In Chain Reaction (Radio 4, Wednesdays, 6.30pm), Eddie Izzard interviewed Alastair Campbell: a knockabout surreal comic going up against Eddie Izzard. How could it work?

At first, Izzard seemed to have decided that if this wasn't going to get bogged down in talk of bagpipes, writing soft-porn for Forum magazine, alcoholism and nervous breakdowns, then he would have to talk about cats taking over the world. Campbell was limited to the occasional dry interjection. Then Izzard went too far: learning that Campbell spoke French, and being known for having done stand-up shows in French, he began to ask him a question in that language. And Campbell corrected his grammar. Just like that. One sentence in. One felt as bad for the Izzster as one did for those poor political hacks who came up against Campbell during the No 10 glory days. Izzard floundered. He attempted to keep going in French, then collapsed. "This question might be better asked in English," he muttered, a broken man.