Andrew Dice Clay wasn't invited to be in this month's edition of the popular off-the-wall country-western vaudeville show, so I guess it's safe to assume Nora Dunn will show up as announced. The comedy monologuist famous for her appearances (and nonappearances) on Saturday Night Live will take on the persona of an unemployed scat singer to duet with Milly May Smithy, the teased-hair hostess with the mostess played by Brigid Murphy. Also on the agenda are standbys like Monk, the break-dancing, fire-eating escape artist; spoken-word artist David Sedaris, who specializes in diaristic monologues; the Chers, who impersonate the former Mrs. Bono; poet performers Cheryl Trykv and Lisa Buscani; and Milly May's sister Willy May (aka Consuelo Allen), who recites Shakespeare with a spoon dangling from her nose. Nashville was never like this. At the Park West, July 27 (332 W. Armitage, 929-5959). Saturday, 8:30 PM. $12 (a portion of the proceeds benefits Howard Brown Memorial Clinic).