Kate McKinnon as NIAID director Anthony Fauci hosted a show within a show as the latest "Saturday Night Live" cold open parodied confusion over the CDC's new mask guidance.The big picture: McKinnon's Fauci introduced sketches with "a few doctors who minored in theater" who acted out scenarios intended to demonstrate correct mask behavior after being given 24 hours to prepare.Stay on top of the latest market trends and economic insights with Axios Markets. Subscribe for freeHighlights included Aidy Bryant telling Beck Bennett in the first scenario, set in a bar, that he didn't need to wear a mask — prompting him to tear his off before she adds "as long as you're vaccinated."He replies he isn't, but "I'm entering a bar at 11 a.m.; did you really think I was vaxxed? 'Cause that's on you."Bryan replies: "You're right, I deserve COVID."Of note: Keegan-Michael Key hosted this week's "SNL," while Olivia Rodrigo was the musical guest.And now, a message from Dr. Anthony Fauci. pic.twitter.com/bBzZQOyJ9C— Saturday Night Live - SNL (@nbcsnl) May 16, 2021 Editor's note: This article has been updated with new details throughout.Like this article? Get more from Axios and subscribe to Axios Markets for free.