Boy, I love eating cheesecake at a bar. Especially if there's jazz and a tiny fork involved; even better if there's strong coffee and whisky. Total Rat Pack blarney, sure, but I'm a mad Sinatra fan and find it's the best way to channel the cheesecake-loving Chairman that doesn't involve a fedora.

Maybe Sammy opened in a low-key part of The Rocks in January and the boozer is my new favourite place to eat cheesecake. (Apologies to Pasticceria Papa.) The 1950s Vegas vibes are strong with this one, facilitated by pink velvet banquettes, gold palm trees and brass fittings. A porcelain flamingo watches over the marble bar and staff possess the kind of haircuts that signal they're serious about swizzling.

My detective skills tell me co-owners Stefano Catino, Vince Lombardo and Andrea Gualdi are big Rat Pack fans, too. Evidence includes 1) A photograph of Sammy Davis jnr above the bar. 2) A cocktail named after Sammy Davis jnr. 3) A venue named after Sammy Davis jnr.

The trio also helms Maybe Frank (there's a theme here) with locations in Surry Hills and Randwick. Gualdi's cocktails are as integral to Maybe Frank's success as its blistered pizza, and Sammy provides a bigger canvas for the all-round nice guy to hone his craft. This means balloons and magic tricks, because why not?

But, let's talk more about that coffee and cake first.

A single-serve puck of ricotta and pear cheesecake ($12) is supplied by Pari Pasticceria in Concord. It's not too dense and not too light, with a nutty sponge base and soft punch of cinnamon. It's perfect with a pour of Grappa Nonino ($19) or house-roasted double espresso ($4) made with Gelana Abaya beans out of Ethiopia. The coffee menu created by Martin Hudak (formerly of The Savoy, London) also features a corretto ($8), mixing espresso and grappa, but I restrain myself to keep bean and grape separate.

Gualdi knows how to restrain himself, too. Take the New Frontier cocktail ($24), named after the wild-west-themed gambling hall where Elvis Presley made his Vegas debut. A smack of apple lifts blanco tequila, Derrumbes mezcal and fino in a rocks glass just before Gualdi shivs a pillow inflated with coffee aromas in your face. It's the type of carry-on I usually loathe ("just the drink is fine, thanks") but mercifully the end result is just the drink. No ridiculous garnishes; no trying to use a light globe as a cocktail vessel.

There's a little parlour magic, which I won't spoil here, but order the $24 Circus Circus (rye, mint, poblano chilli and Martini Ambrato vermouth for an intense herbal finish) and you'll have a front row seat for the performance.

If gimmicks aren't your thing, best stick to the $10 pre-batched "minis" riffing on Rat Pack classics such as the Old Pal and Roulette. They're served in beautiful coupes with gun-barrel bowls and I am genuinely concerned for my liver should The Sammy still be on pour next visit – a heady Pall Mall remix starring Never Never gin, mint liqueur and vermouth, both sweet and dry.

The whisky selection should please any seasoned dram-spotter, however beer choice is curbed to a handful of Australian brews. A tin of tarty-sweet Colonial South West Sour ($11) is my pick of the bunch, while oysters ($4 each) are the right idea with Hermit Ram 2018 Sauvignon Blanc ($16/$78) from an approachable 50-bottle-strong wine list.

Food options are limited as Sammy's kitchen is without an oven or cooktop. This means snacks prepared straight from the fridge, such as a burrata top-knot dusted with dehydrated tomato and served with a crumble of hazelnuts and pumpernickel bread ($14). A creme fraiche-slathered bagel topped with sliced and diced pastrami ($12) is more substantial, but although both dishes are perfectly fine, you wouldn't want to make a dinner out of them. This is a house of thrilling cocktails that isn't trying to be a restaurant.

Kudos to Gualdi and company for injecting gin-fuelled pizazz into a pocket of Sydney that needed it. With all due respect to Pancakes on the Rocks, Maybe Sammy might be the most enjoyable venue to open in the precinct in decades. It's definitely the best joint for loosening a Windsor knot and letting your hair down for late-night dessert. Regrets, I've had a few, but they never involve ordering cheesecake. I wish the same could be said for mini martinis.

If you only drink one thing: The Sammy ($10).

If you only eat one thing: Ricotta and pear cheesecake ($12).