The 26-year-old, who is best known as one third of Durham sketch group WitTank, is a descendant of the Ottaman dynasty - who ruled Turkey up until 1922.
He is actually 19th in line to be King of Turkey - if the family still ruled - and his royal credentials were heavily preached by his father - who crowned him a 'Turkish prince'.
"The show is about trying to figure out who I am," he told The Guide. "I was always told that I was a Turkish prince but never got to enjoy the spoils of royalty."
With adulthood came a deflating realisation of 'normalness' which is retold in his 'Ottaman Without An Empire' show, at Norden Farm, in Maidenhead, on Thursday, May 10.
"My dad told me all the time that I was royal and had a significant entitlement - it was some power trip. But there was never anything to back it up," he added.
"Everything was pretty normal. It felt like working for MI6, but in their catering department. It's kind of embarrassing."
Naz is performing in the Avalon Preview Night, at the Altwood Road theatre, as he fine-tunes his gags for an Edinburgh Fringe Festival slot in August. "Preview shows tend to be a lot of fun," he added. "It's about pushing new material to see how far you can go and putting yourself out there."
Naz, who now lives in London, moved to England from Dubai, where he was born, to be schooled at Wellington College, in Crowthorne.
He broke onto the comedy scene with WitTank seven years ago, which he formed with two buddies at Durham university.
Despite having regular festival slots with the group he is embarking on only his second solo performance at one of the comedy calendar's biggest gigs.
He added: "I want all the glory for myself! Going up with the boys means we have that camaraderie and if things go badly then your friends are on stage to back you up.
"But when you're doing stand-up you're alone. If it goes well you know you have created a good show. If not, you're fully responsible."
The Norden Farm line-up also includes Jigsaw, a sketch group made up of comedian Dan Antopolski and award-winning writer Tom Craine.
The show starts at 8pm and tickets cost £11. They can be bought by calling the box office on 01628 788997 or visiting www.nordenfarm.org.uk