Baywatch's Lt. Mitch Buchannon, aka David Hasselhoff, was among the celebs who turned out Saturday for Anderson's debut as a magician's scantily clad assistant in the Las Vegas show The Beauty of Magic.
"How could things go wrong when you see Pamela Anderson in a thong?" Hasselhoff told PEOPLE. "It's all good. We've been friends for many years and I feel like maybe I'm a little bit responsible for her success in the beginning and maybe she's a little bit responsible for my success. We're dear friends."
Anderson, wearing a barely-there dress and thong, began a three-month stint in magician Hans Klok's show at the Planet Hollywood Hotel. She's levitated and performs such tricks as making a floral arrangement disappear and making money actually appear.
"I know how to make it disappear," she joked onstage before a crowd that also included Amy Winehouse and new husband Blake Fielder-Civil, Sylvester Stallone, Dancing With The Star's Maksim Chmerkovskiy and Dita Von Teese.
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"It was fun. I like doing crazy off-the-wall things," she tells PEOPLE. "I never thought I'd be in Vegas doing this. I love it... It's really physical, but I like physical stuff. That's what the fun is. It's really challenging, but I'm sore, I'm bruised up a little, but I like that."