Before she took the stage on Thursday for her first performance, she had one request: a food tour of the city that has captured her heart.
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6abc's Alicia Vitarelli got the chance to play culinary tour director and share the day with Walter.
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Walter had a list of places she wanted to try in the City of Brotherly Love.
She previously asked her fans, what would her South Philadelphia-born-and-raised character Melissa Schemmenti eat in the city?
Vitarelli and Walter started at John's Roast Pork in South Philadelphia, where Walter instantly got put to work in the kitchen.
John's Roast Pork won a James Beard Award for its cheesesteak, so the pair tried that and the restaurant's signature roast pork sandwich.
From there they went to Ricci's, a South Philadelphia institution for 103 years, known for its classic Italian hoagie.
Then, they went to Reading Terminal Market for DiNic's roast pork with sharp provolone and broccoli rabe.
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The pair then got cannolis and shared a sfogliatella at Termini Bros.
Finally, they made a quick stop at Bassetts Ice Cream for its signature butterscotch ice cream.
By the end of the tour, Walter was fueled up and ready for her first show at the comedy club.
She's performing in the city through Saturday night.