"We didn't realise we could actually do it," says Sharon. "We just had a good time and it developed."
"It's not in the empty nest manual," adds Neil.
Finn fans can put aside preconceptions of a Crowded House or Finn Brothers soundalike project. Aside from the classic Finn melancholy of TNT for 2, Pajama Club make moody, sexy tunes that say as much about Neil's ongoing love affair with music as they do of his dark horse wife of almost 30 years. There's a looseness to proceedings, an experimental feel on songs like Daylight, with its Split Enz-style keys, Beatles-style lyrics and falsetto vocals. Dead Leg has Bowie-style sci-fi elements; elsewhere Sharon adds a seductive, wry dimension to the songs. Much of their sound is influenced by 80s New York band ESG, an underground trio celebrated across the funk, dance music and hip-hop scenes.
Neil has always been a studio boffin but there's a renewed sense of technology-inspired creativity drawn out by Sharon's love for funk and Donnelly's penchant for dark grooves.
Neil and Sharon, too, have a rhythm that you only get from spending years in each other's company. They habitually finish each other's sentences, offering praise and getting subtly tetchy if they speak over one another. And, while you might suspect this closeness has helped inspire their songwriting and led to the kind of telepathy bands spend years honing, most of the process was new to Sharon.
"I'm quite surprised, too. It's just been really good fun. I'm always up for a challenge and it was definitely a challenge for me to step into that genre."
As a 19-year-old, she'd toyed with the idea of becoming a musician, asking Nigel Griggs from Split Enz to give her a few bass lessons and buying a Gibson SG guitar. The guitar was later sold to bring in a bit of cash, just as Neil's music career began to flourish and family life took over. Apart from the occasional jam with the boys, the bass didn't get much more of a look-in. But she did sing backing vocals on several of Crowded House's albums and, during their last tour, had a go at singing live. She also co-wrote a song with Neil on their Auckland collaboration, Two Worlds Collide, and sang on Crowded House's 2010 album, Intriguer.
For Neil, too, Pajama Club and the eponymous album have opened up an unfamiliar world, playing drums, composing from the rhythm section up and playing around with vocals. Essentially, Sharon would kick things off with a funk bass line.
"Because we were so naive about our approach, the songs have a certain kind of sound," he says.
"It just gave us a bit of fuel to get the thing moving. When you have two or three notes cycling and you have to work inventively within that parameter to try to get interesting chords going, it's a really great challenge. It's a really nice way to write."
It wasn't until they found themselves dancing to the music that they realised they had something. When others started head-bobbing too, the couple decided they could take things further. Neil took the songs away on tour with him and added to them in hotel rooms. When he came home, he played them to Donnelly, a producer and multi-instrumentalist, who liked them immediately and came up with a few ideas. Strangely enough, they've inadvertently made an album of dance music. Does that say something about wanting to recapture their youth?
"I'm a master of disaster," sings Sharon on the skew-whiff song Go Kart, with The Smiths' Johnny Marr on guitar.
"It's not middle aged-sounding," says Neil, "even if we are middle aged."
Pajama Club decided they didn't want to find themselves scrambling to form a live band once the album was released, so they went out on the road early, to gel. Having watched from the sidelines for years, it wasn't until she had to get on stage herself that Sharon realised the terrifying reality of performing. Dressed accordingly, the Pajama Club played their first gig at Roundhead studios.
"We thought we'd have a pajama party for Neil's birthday and get me over my first lot of nerves playing to friends and family, which was actually really good fun and I didn't stuff up really."
In June they toured Australia's east coast then played gigs in Britain and the United States, Sharon eventually getting to the point where she could relax and enjoy it.
"It's like doing public speaking, it's completely exposed. I've looked into the abyss. I've completely gone down the dark tunnel of 'what the hell am I doing up here?"'
The worst was a gig in New York with Liam and Elroy in the audience.
"They knew that she was having a freak-out," says Neil, "so they came up and sat side-stage ..."
Sharon: "... going, it's okay, Mum! It's all right, Mum! They were crouched behind the amp."
"They could see having to check [her] into a home afterwards," says Neil. "Fix [her] up."
When it came time to release the first two singles, Tell Me What You Want and From a Friend to A Friend, Neil was reluctant for radio announcers to mention the line-up, hoping the band would earn its stripes rather than be sold off the back of his name. You'd imagine this has as much to do with respecting Sharon's involvement, despite her modesty over the creative process.
Their inspiration was sparked by the realisation their boys were all grown up. There are nods to this letting-go on Golden Child, in which the couple sing of trying to "hold it but it slips right out of your arms", touching on the notion of being there for your children yet remaining invisible, watching from a distance.
"You just want them to be in touch all the time," says Neil. "And you want them to listen to your advice all the time. But then you learn, after a while, that your advice is wrong for them - half the time anyway. You've got to let them do it themselves."
Says Sharon: "It's hard to back off."
Most of the songs touch on the Finns' real lives. Tell Me What You Want, a breathy number in which Sharon seduces her husband, tells him she'll do anything. Despite its tongue-in-cheek nature, Liam and Elroy were not amused by the song's sexy innuendo.
"She's up for anything, Sharon," laughs Neil.
Sharon: "No, not really. That song did creep the kids out."
A closer listen reveals it's more to do with revealing yourself to someone over time. Diamonds In Her Eyes is the album's most romantic song. Rather than a reference to Sharon's crystal chandelier and mosaics business, Sharondelier, based on the ground floor at Roundhead Studios, it's an ode to her striking turquoise eyes. These Are Conditions could be the album's parallel to Weather With You, relating to how your frame of mind informs your reality. But it could also be interpreted as a dialogue between two people with differing points of view.
When asked what the couple have learnt about one another via their new venture, there's a long pause.
"Silence," says Sharon.
"We've got a more well-rounded appreciation of each other," says Neil. "Sharon has a certain poise and serenity on stage that belies her anxiety underneath that kind of blows me away. I don't look that poised on stage. Sharon just holds herself really well. She looks really purposeful, soulful and concentrated. She's a natural."
Many husband-wife musical acts - Sonny and Cher, Abba, James Taylor and Carly Simon, the McVies of Fleetwood Mac, don't have the best track record for stickability. When things started getting serious with Pajama Club, the Finns took the potential repercussions seriously too.
"I know what he's like, I've seen him in work mode, I know he's a perfectionist," says Sharon. "I know that he expects a lot and you've got to work hard."
Adds Neil: "The live thing was scary because I can be a hard taskmaster when comes to rehearsals and I didn't want to be in the uncomfortable situation of having to ... "
"Yell at me," interrupts Sharon.
"Drill Sharon," finishes Neil. "Be unhappy with some aspect of what she was doing. That was a worry, in a way. I don't like being in that situation."
But Sharon practises every day and was the most prepared of anybody in rehearsals, he says. So much so that she's cheekily taken to giving Neil tips, such as suggesting he not contort his face when he plays.
"You're getting a bit flash for Pajama Club," Neil tells his wife. "You'll have to join another band. Steely Dan.
Sharon: "Aw yuck. As if."
Pajama Club is out now on Lester Records. The Pajama Club performs at Wellington's San Francisco Bath House on September 22 and Auckland's Kings Arms on September 24.