Conan O’Brien made me promise not to repeat the joke. Should it survive long enough to make the cut for his Oscars monologue, he understandably doesn’t want the punchline spoiled. “It’s like this little baby bird that I’m cradling,” he says, cupping empty palms as if they could protect the words from his own merciless edits. We’re backstage at Largo, the Los Angeles comedy club, and O’Brien just delivered 20 minutes of the material he’s been honing for three months. The surprise set is one of several he’ll make as he workshops his way through the Southland in approach of his March 15 engagement hosting the Academy Awards. Each performance follows a day largely spent in the writers room. If he biffs it on the big night, it will not be for a lack of preparation.…