This Is How Your Stefon Sausage is Made: Bill Hader Pulls the Curtain Back on His Most Popular SNL Character Neetzan Zimmerman · 11/20/12 05:27PM On a recent episode of Bill Simmons' B.S. Report, guest Bill Hader talked at length about his hugely popular recurring SNL character Stefon — particularly how he and co-writer John Mulaney come up with all those crazy New York hot spots.