Allen's Crimes and Misdemeanours combined hilarity, sadness and introspection. "Especially in Little Failure, I try to create a kind of balance between the three, which is not something that comes naturally to somebody who's a satirist."
Little Failure, about growing up in Russia and New York to conservative Russian-Jewish parents, achieves this equilibrium. "If this were one of those sad 'woe-is-me' memoirs, I'd be ashamed of it. Life is so hard for a lot of people and so to bring reserves of pathos you don't need is not good."
He marries tenderness and humour. "My parents were, and are, very funny people. People can hurt one another and offend one another, but there's always something funny going on there."
Shteyngart's joviality regularly graces the New Yorker. In an essay on wearing Google Glass, he approached bar-goers and told them he was from the National Security Agency, conducting surveillance. "Nobody cared," he says. "People are actually, 'Can you please read my emails, because no one else does? I'm very lonely'."
The article also riffed on being "the very limited Nostradamus of two weeks from now": most of the technological predictions in his novel Super Sad Love Story have come to pass. "Really the only way to write about the present is to write about the future, because the present doesn't even exist any more. We're in the future all the time now."
Comedian Seth Rogen - Shteyngart's dream to play Misha Vainberg in a film adaptation of Absurdistan - once told me the Jewish flair for comedy was: "Thousands of years of oppression. Jews have developed a defense mechanism, laughter instead of crying."
Shteyngart's thoughts? "A way to filter through the various levels of barbarity that have followed Jews throughout Europe is humour, this 'laughter from the edge of the grave', if you will. One can internalise them and become aggressive and go to war or one can laugh it off, and the latter is certainly preferable."
Shteyngart is one of the generous explorers of our post-privacy, inter-cultural, cross-contaminated age. Travel, "one of the few non-digital pleasures that has really increased in this age", and travel writing are two of his favourite things.
"Almost something that's left over from being in Russia, not being able to travel, is this huge wanderlust." His recent travel article - on sex in hotels - finishes poetically: "When I'm asleep in her arms the universe has no reason to taunt me. Enjoy the silence."
Shteyngart enjoyed his childhood - when he was called Igor - in Russia, where he lived until he was 7. "The system doesn't oppress children, it's when you reach adulthood and are sucked into the lies and the bureaucracy and the hopelessness, that's when things really begin to fall apart. My theory is that nothing very good will happen to Russia next.
Russia's almost like having a girlfriend or a boyfriend that you think will change if you just give them enough time, but that never happens."
In Little Failure, on the question of "Why writing?" Shteyngart asks: "Who wouldn't, under the circumstances?" But will circumstances allow in 50 years time? "Very limited. The way we read poetry now, very few people do it. The people who do it are very involved. They're real fans. But there are very few of them, and fewer and fewer of them, and I think the same will happen with fiction. Let's enjoy it while we can."
Little Failure (Hamish Hamilton, $40) is out now.