Megan Thee Stallion broke down in tears as she appeared on stage in the Broadway production of Moulin Rouge ! The Musical just hours after announcing her split from boyfriend Klay Thompson. On Saturday (25 April), the “WAP” rapper, 31, posted on Instagram Stories, where she alleged that basketball player Thompson, 36, had cheated on her . He has not yet responded to the allegations. In a statement to The Independent , Megan then confirmed that she and Thompson had split after less than a year of dating. Megan joined the cast of 'Moulin Rouge! The Musical' in March (Getty Images for Hot Girl Produc) Just hours after announcing their split, Megan was back on stage, performing in the role of ringmaster Zidler in the hit Broadway musical. Megan joined the Tony-winning production in late March for an eight-week stint.…