Answer by taking a quote from the following article:

Richard "Red" Skelton (July 18, 1913 - September 17, 1997) was an American comedy entertainer. He was best known for his national radio and television acts between 1937 and 1971, and as host of the television program The Red Skelton Show. He has stars on the Hollywood Walk of Fame for his work in radio and television, and also appeared in burlesque, vaudeville, films, nightclubs, and casinos, all while he pursued an entirely separate career as an artist. Skelton began developing his comedic and pantomime skills from the age of 10, when he became part of a traveling medicine show.

Skelton and Edna worked for a year in Camden, New Jersey, and were able to get an engagement at Montreal's Lido Club in 1934 through a friend who managed the chorus lines at New York's Roxy Theatre. Despite an initial rocky start, the act was a success, and brought them more theater dates throughout Canada.  Skelton's performances in Canada led to new opportunities and the inspiration for a new, innovative routine that brought him recognition in the years to come. While performing in Montreal, the Skeltons met Harry Anger, a vaudeville producer for New York City's Loew's State Theatre. Anger promised the pair a booking as a headlining act at Loew's, but they would need to come up with new material for the engagement. While the Skeltons were having breakfast in a Montreal diner, Edna had an idea for a new routine as she and Skelton observed the other patrons eating doughnuts and drinking coffee. They devised the "Doughnut Dunkers" routine, with Skelton's visual impressions of how different people ate doughnuts. The skit won them the Loew's State engagement and a handsome fee.  The couple viewed the Loew's State engagement in 1937 as Skelton's big chance. They hired New York comedy writers to prepare material for the engagement, believing they needed more sophisticated jokes and skits than the routines Skelton normally performed. However, his New York audience did not laugh or applaud until Skelton abandoned the newly written material and began performing the "Doughnut Dunkers" and his older routines. The doughnut-dunking routine also helped Skelton rise to celebrity status. In 1937, while he was entertaining at the Capitol Theater in Washington, D.C., President Franklin D. Roosevelt invited Skelton to perform at a White House luncheon. During one of the official toasts, Skelton grabbed Roosevelt's glass, saying, "Careful what you drink, Mr. President. I got rolled in a place like this once." His humor appealed to FDR and Skelton became the master of ceremonies for Roosevelt's official birthday celebration for many years afterward.

When did they do this?
and were able to get an engagement at Montreal's Lido Club in 1934