The Vault Festival – the nearest thing to the Edinburgh Fringe you'll find in London – is underway now at Waterloo.  Each week of the Festival, we'll be picking through the programme to highlight the shows and performers we know from elsewhere.  Look out too for our reviews from the Vault, published throughout the Festival.

The big event at the Vault this week is The Neath – an interactive, immersive production that's somewhere between a show and a speakeasy.  Themed around a deal with the Devil, you'll be free to roam the performance space, following fragments of story or simply chatting with characters at the cocktail bar.  Shows like this are a roll of the dice: some are amazing, some are disappointing, but they'll always leave you with something to talk about.  Book quickly if you're up for it, because many nights are already sold out.

Games are something a theme this week, with three further events each running for one night only.  On Wednesday, Decide A Quest evokes the choose-your-own-adventure books I recall from my youth, while Sunday's MMORPG Show promises an improvised tale inspired by role-playing games.  But my own pick is Werewolf Live on Friday evening, featuring a name we know well at Fringe Guru: Jon Gracey, formerly of sketch-comedy troupe The Beta Males.  Werewolf is loved by gamers for its wild accusations and cheerful back-stabbing, and I'm looking forward to seeing how Gracey plans to transfer the experience to the stage.

Speaking of Fringe Guru favourites, dark-as-hell comedy group Casual Violence are at the Vault this week, with their weirdly unseasonal Christmas show The Grot In The Grotto.  They say it's a "strange, sinister and extremely silly" hour of story-based sketches, and if previous work's a guide it'll be profoundly uncomfortable yet hilarious all the same.  My co-editor back in Edinburgh, Craig Thomson, is a confirmed fan.

Back on my own preferred beat of quirky theatre, The Long Trick stands out.  The blurb sounds interesting – the story of a modern-day Robin Hood, who robs vacant holiday homes and donates back to the community – but it's the creators' links to Bucket Club which catch my eye.  I was part of the panel which handed them an award for Lorraine & Alan, a low-tech but striking retelling of a famous Celtic legend; The Long Trick is billed as "narrative poetry, dialogue and song", so I'm hoping for something equally distinctive this time round.

A rehearsed reading wouldn't normally qualify for inclusion here, but I'm making a special exception for You – performing once only at 6:10pm on Thursday.  I saw a full production of this script on its debut run in Brighton, and it's stuck in my mind as one of the most truthful and affecting stories I've heard for years.  There are some clever gimmicks in its construction, too.  This is a rehearsed reading for a planned run in London, but you can read my 5* review of the Brighton production here.

And one final wildcard: LadyFace, a self-described "fast, mad hour of comedy storytelling chaos" at 9:30 on Saturday evening.  It's created and performed by Lucy Farrett, who I remember well from her time at the Edinburgh Fringe as part of interactive-theatre doyens Belt Up.  I haven't seen Farrett perform in an out-and-out comedic role, but I can certainly vouch for her ability to conjure strong characters and generally boss a room.  We're promised "energetic, playful fun", featuring characters ranging from a mediaeval poet to a foul-mouthed Barbie doll.  I can't wait.