Her late father was forced to flee the Nazis in war-torn Poland during the Second World War.
Even more remarkably he served as an assassin for the Resistance -- a little-known fact that she says many people had never believed.
Now in SBS' genealogy series Who Do You Think You Are? she re-traces some of her family's steps through Poland, Ireland and Scotland.
"My father was 5'4". If you met him you would never in your wildest dreams think he was in counter intelligence. He described himself as an assassin, but what are you going to say, what's the title for it? I know that people thought he was lying because it sounds so improbable," she admits.
"The Poles were told that the Russians were going to come and support them. That's the uprising my father fought in late in the war in 1944. But the Russians came and stood on the banks of the Vistula River and watched the Nazis annihilate Warsaw.
"So that was when he had to flee through a sewer, which was really grim. But that was the only way to get out. The fighting was really fierce and bitter.
"As he described it you were walking with shit lapping up to your chin, Nazis trying to kill you and treading on the bodies of people who hadn't made it through."
Szubanski says having to hear some of the facts at the actual locations was an emotional rollercoaster.
"It actually did knock me around. It's really hard not to go near those traumas and not be really affected by it."
Such is the drama of the documentary series. But there is reason for optimism too. While the experience was harrowing it was also a healing process for the surviving Szubanski clan.
Through it all she keeps her humour, even as people today constantly mispronounce her family name.
"People never say it right. And they often struggle with my first name. My last name I can understand! I get 'Magna' all the time. Nine out of 10 people. It drives my friends crazier than me now. I'm used to it."
She explains the right pronunciation is 'Schoo-bine-ski.'
"But really, Shoo-ban-ski will do."
Who Do You Think You Are? airs 7:30pm Sunday on SBS ONE.