He is best known for his satirical caricatures of public figures such as former Queen of the United Kingdom Elizabeth II, King Charles III, Margaret Thatcher, Ronald Reagan, Joh Bjelke-Petersen, Neville Wran, Malcolm Fraser, Bob Hawke, Paul Keating, John Howard, Bill Collins and Dame Joan Sutherland, among many others.
Connolly appeared as himself in the ninth episode of the 1998 Australia television series The Games (in which he impersonated Bob Hawke).
He also had the major role of Lou Rickets in the Australian family film The Real Macaw in 1998, and made a cameo appearance as Father Murphy in The Wog Boy.
He played the role of Mahoney in the Melbourne Theatre Company’s 1999 production of Arturo Ui, which earned him a nomination for a Green Room Award for Best Supporting Actor.
[3] He has played piano with the Melbourne, Queensland and Tasmanian Symphony Orchestras, being featured in concerts televised across Australia and the UK.