There is something beautifully and simply tragic about the regal wave, the Duke of Windsor notes, and he demonstrates with a slow and serene wave farewell, the last meaningful gesture of a hand no longer able to “waive the axe or wield the sword”.

Born third in line to the throne, only to die in all but exile, Prince Edward VIII (Bob Kingdom) makes for deeply engaging company. It seems the playboy prince and momentary king occupies a very particular place in our national consciousness – between noble birth right and the right to marry the woman you love, his story dwells in the painful and exposing overlap of the public and private realms. “A king has no voice…” declares the inimitable Kingdom, but in this involving and intimate encounter with perhaps our monarchy’s most marginalised figure, the rich and rhythmic language that often approaches poetry cannot help but suggest otherwise.

Of course, there is something inexcusably voyeuristic about the entire affair and the immediate immersive-ness might be put down to our ongoing fascination with the ever-unrevealing monarchy. The 75-minute monologue functions as a privileged glimpse into a bygone world that is difficult to understand even by those inhabiting it, as it seems loneliness and lordliness go inextricably hand in hand. When Edward abandons ceremony and talks in earnest about love, it becomes apparent that the Wills-and-Kate phenomenon is nothing new  – we are still endlessly enthralled by the possibly that the “ice blue” blood of the seemingly untouchable royals might be stirred by the ‘common’ touch, so to speak.

The masterful Kingdom perfectly embodies the noticeably wearied but nonetheless charismatic cad, “now at the receiving end of devilish charm,” he laments, rather than the propagator of it. With growing sadness, we witness him rather too figuratively singing for his supper, sitting down to gather his memoirs for a $1 million dollar deal he hopes will put an end to the couple’s reliance on the wealthy sycophants who just want to the chance to say they bought dinner for an ex-king.

Kingdom demonstrates a propensity for bittersweet and wry comedy, his often absolutely deadpan delivery well-befitting the regal stoicism that only occasionally thins to reveal a man disappointed by life. Relegated from royal highness to nomad, gypsy, wanderer, the Duke is a gracious but somewhat disheartened host. His glorious impression of his father, the deep-voiced and sombre George V, is rendered all the more poignant by the knowledge that it is the closest that he will ever come to imitating him and the upsetting fact that his long-sought approval never arrived.

Thanks to a varied cast of subtle and detailed characters, such as George V, the show is taut and well-paced – the only thing that grates is the jarring use of recorded audio to represent Wallace.  Intentionally or not, though it’s not difficult to see how much the self-titled ‘puppy’ Edward adores her, it is less clear why. Nevertheless, An Audience with the Duke of Windsor remains a masterclass in the one-man show, a touching and accomplished portrait of the king we could have had.

**** – 4/5 stars

An Audience with the Duke of Windsor played at the Edinburgh Fringe Festival. For more information see the Edinburgh Fringe website.