Jesse did the following Off-Broadway Shows:
- The Complete Works of William Shakespeare directed By Jeremy Dobrish in 2002 as Jesse.
- newyorkers MTC Directed By Christopher Ashley in 2001 as Jesse.
- Hair City Center Encores! Directed By Kathleen Marshal in 2001 as Margret Meade.
- The Most Fabulous Story Ever Told Directed By Christopher Ashley in 1999 as Adam.
- Little Fish Directed By Graciela Daniele in 2003 as Marco.
Jesse(Talks about his character, Richie Velch): very complex. You meet him at a very desperate time of his life. I'm so happy that the writers were brave enough to write a character who's so sad. It's not the easiest route (for a sitcom).
Jesse(Talks about how does it feel to be doing his first solo show in The SantaLand Diaries): Well, let me tell you, it's stressful. It's all on my shoulders and I've never had that happen, but it's really exciting. I've never had to carry a whole performance piece. It's actually been really exhausting ... three hours into the rehearsal process, I'm tired of hearing my voice. There are lots of words. Lots of memorization. It's definitely a challenge. But it's really been a good experience so far. I've been a fan of David Sedaris since "Barrel Fever" came out ... he hands it to you on a silver platter. You really don't have to do much with it except say it.