Lilley, who portrayed Ja'mie in both Summer Heights High and We Can Be Heroes, joked that it was "terrifying" to come face-to-face with a doppelganger dressed in women's clothing.
"[The Ja'mie cut-out is] in her house at the end of a corridor I have to pass to get to bed whenever I stay there. It's terrifying," the comic explained to The Guardian.
"It's so funny, when I first sent her a picture of me filming as Ja'mie she emailed back and said, 'I won't be showing this one at work, Chris', but then when people responded so well she went crazy for her. She begged a shop for the cut-out! She literally walked through the whole shopping centre with it under her arm."
Lilley went on to reveal that he has found reaction to his controversial new series Angry Boys to be largely positive, adding: "I had a woman come up to me the other day, an elderly lady, who said she was 'so excited' about the show and loved the twins. She said, 'I'm an 85-year-old woman and I'm your biggest fan'. I was really wowed by that.
"A lot of people don't get it. But if you do get it, you really get it."
Angry Boys airs Wednesday nights at 9pm on ABC1 in Australia and debuts on June 7 on BBC Three in the UK. The series will premiere in the US later this year on HBO.
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Watch a clip of Chris Lilley in action as Ja'mie King from Summer Heights High below: