Like usual, the familiar cold open anchored the latest episode of "Saturday Night Live" and featured a new cameo Published May 3, 2026 1:00PM (EDT) Colin Jost made another appearance as Pete Hegseth on Saturday Night Live's latest cold open. (Llyod Bishop / NBC) This weekend’s “Saturday Night Live” kicked off its latest episode with a familiar face and a surprise cameo, as Colin Jost returned as Pete Hegseth and Aziz Ansari dropped in as Kash Patel . Jost’s Hegseth stuck to a now well-worn bit: an oversized glass of “scotch” in hand, he “took questions” from the press while mostly ignoring them, pivoting instead to insults and non-answers. The sketch nodded to recent headlines, including Hegseth’s widely mocked citation of a Bible verse that doesn’t exist — though it does sound suspiciously like something out of “Pulp Fiction.” But the biggest reaction came from Ansari’s new appearance as Patel, which the show played for blunt, self-aware laughs. “I’m a trailblazer.…