Cyndi Lauper didn’t hold back when a heckler interrupted her opening night in Las Vegas, firing back mid-show with an expletive-laced response that quickly drew cheers from the crowd. The moment unfolded Friday at The Colosseum at Caesars Palace, where Lauper launched “ Cyndi Lauper: Live in Las Vegas ,” a limited engagement running through May 2. While introducing her song “Sally’s Pigeons,” the two-time Grammy winner was interrupted by a heckler and immediately addressed it. “I don’t know what the fuck you’re saying, hon,” Lauper said in a video from the show. “But please remember where you are, OK? Because if you’re trying to shade me, bitch, I’m gonna come for you. I’m from Brooklyn, and if I wanna fucking talk, I will do a tap dance if I fucking want. Sorry, that of course is not part of my people skills.” Popular on Variety Cyndi Lauper showed her "True Colors" during her Las Vegas residency show Friday night … cursing out a heckler and jokingly threatening to come for them!…