Gridley, one of downtown theater’s tartest, wryest performers, has a long association with Soho Rep. This bantam actor was, for many years, a signature star of the audacious Nature Theater of Oklahoma, and its co-production with Soho Rep of the nearly four-hour “No Dice” (2007) was one of its most ambitious efforts. In fact, the first thing we hear in Gridley’s new piece, directed by Eric Ting, is a recording of a phone call between Gridley’s mother and Pavol Liska, one of the directors of “No Dice.” This long-ago conversation was part of the wide net Liska and his co-director, Kelly Copper, cast for content — “No Dice” used verbatim transcripts of over 100 hours of phone interviews — though Nature Theater never used that specific audio.