It was hard to ignore how ironic the weather was when I sat down with Amy Sherman-Palladino and Dan Palladino to discuss the third season of their candy-colored Amazon hit, The Marvelous Mrs. Maisel. Then again, perhaps it was fitting that on the day we got together to chat about a season that brings our central comedian to sunny Miami, our surroundings were frigid, snowy, and upsettingly damp. After all, a big chunk of Maisel’s appeal is the escapism of it all—the journey to a world much prettier, charming, and given to whimsy than our own.

Last year, The Marvelous Mrs. Maisel’s second season took us to such far-flung locations as Paris and the Catskills. This year, as Midge Maisel goes on her first tour—with famed (fictional) musician Shy Baldwin—Joel takes the audience to a new location of his own: Chinatown. Sherman-Palladino comes by her interest in these travel adventures honestly; her father was a stand-up comedian, and would return from his tours with stories to share—although, she admits, “With my family, I never know how much is true and how much is made up.” When it comes to Maisel, “it should feel like Narnia or Oz,” Sherman-Palladino said. “Like everything she’s seeing is something that she hasn’t experienced before.” And so we spoke at length about the ways the Palladinos crafted the most recent chapter in their heroine’s adventure. The following conversation has been lightly edited and condensed for clarity.

Vanity Fair: So obviously, one of the additions a lot of people are most excited about this season is Sterling K. Brown.

Amy Sherman-Palladino: I know. We didn’t have him enough, unfortunately, ’cause Sterling K. Brown, he’s very busy. Literally, like, it got to the point where I became like his old Jewish grandmother and I’m going, “When are you going to sleep?” It was like he was flying to us and he was shooting into the night and then getting on a plane and going to Orlando, and then going to these things, and it has to be back on the set for this. I’m literally like, “Baby, when do you sleep?” He’s like, “Ah, don’t worry about it.”

Did you have him in mind to play Shy Baldwin’s manager, Reggie, from the beginning?

Sherman-Palladino: We had the story line and a character that served the story line in the way that we needed it. But once we homed in on Sterling and we realized we could get him, things shifted. The story line stayed the same, but as far as what the character was and who it was, that shifted a little bit because we didn’t have him much. We had to make sure that when we hit with him, we hit for very specific and important reasons. We couldn’t waste it.

You also brought Liza Weil in for this season. What was it like for both of you to have worked with her across the years in Gilmore Girls, Bunheads, and now Maisel?

Dan Palladino: The thing about Liza is that she came to the Gilmore set fully cooked. Like she was an expert comedian. She didn’t know she was an expert comedian.

Sherman-Palladino: Liza auditioned for Rory. She was so good, though, that we said, “Okay, well, we got to have that girl.” And so we wrote Paris for Liza.

Palladino: We had her on Bunheads, and she was sort of just about having her children there, and now she’s matured into this beautiful woman…. So it’s fun. I mean, we’ll keep doing it as long as we’re alive; she’s going to outlive us.