Lynskey is also a fan of Tickled.
The Los Angeles-based Lynskey who started her screen career in Peter Jackson's Heavenly Creatures accepted her award from Mad Men star Jon Hamm.
She stars in The Intervention opposite her real-life partner Jason Ritter whom she thanked in her acceptance speech.
The film is directed by Lynkey's "best friend of 17 years" actor Clea Duvall.
"She made this amazing movie and wrote me this funniest weirdest part, " said Lynskey.
The film, which has elements of The Big Chill, has been picked up for worldwide distribution by Paramount Pictures.
It focuses on a group of friends, lead by Lynskey's character, who gather to try and convince their friends, played by Cobie Smulders and Vincent Piazza, to divorce.
But it is soon apparent that it's Lynskey's own relationship with her on-screen fiancé (played by Ritter) that is in trouble.
"Melanie was really my muse for this movie and this character," DuVall said at the film's premiere.
"She had read every draft of the script and I would get notes from her and we would talk about it. Closer to when we were about to film we sat down and went through the entire script and checked things and moved things around. I really gave the character over to her because it was inspired by her and I knew that anything she was going to do with it was so much better than anything I could ever imagine."
The top prizes at the festival went to slave drama Birth of a Nation which won the audience award and the Grand Jury Prize in the dramatic section.
Farrier said that Waititi's performance as MC generated "huge laughs".
"You want to make low budget films, you get low budget hosts," was one of Waititi's lines.
He offered consolation to those film-makers, that like him had come to Sundance many times with his movies, but never won anything.
"The best I can offer is you might get laid later. Tonight all that pent-up sexual tension will go. You've met some filmmakers over the week, everyone's desperate, and when I go to bed at 2 am, er 5 am, I want to hear the delicate sound of puffer jackets banging together."