If you can’t laugh at yourself, how are you supposed to laugh at someone else? That’s what’s been on Red Grant’s mind during his “Caught Red-Handed” comedy tour. The television stand-up comic is at the Improv tonight to show Cleveland audiences how he makes fun of himself. Peppering in some celebrity impersonations (He does a mean Drake), the Showtime star knows how to win over an audience. Unlike other comics passing through, he doesn’t rely on audience participation or obscenities to be funny. Instead, he delights on his talent alone. He’s on at 7:30 p.m. and has shows scheduled through Sunday. Tickets are $17. (Rees)