The two delve into their special friendship in PEOPLE's sneak peek at the latest episode of Booster's Joy F*ck Club series, airing Thursday at 8 p.m. ET on 88rising Radio.
"I think [you're] the first other gay Asian friend that I have ever had. ... I think meeting you and becoming friends with you affected the trajectory of my own life in the ways I saw myself," Sunnyside star Booster, 33, tells Saturday Night Live star Yang, 30. "It broke me out of a certain mindset about being the only one in existence. There's a sort of thing that happens, especially when you're a double minority, that really makes you feel [alone], especially when you're socialized to believe you're the only one. Your friendship has been life-changing to me."
"I feel the same," the Nora from Queens actor replies. "With you, it was very, very natural."
Frazer Harrison/Getty; Rodin Eckenroth/FilmMagic
The two go on to explain how they first met after a mutual white friend in New York City introduced them via a Facebook group message.
"[The friend] literally said the words, 'You're both gay and Asian, and do comedy. You should be friends,'" Booster recalls. "I believe we put off meeting [for] a full calendar year, if not longer. Because we were so stubborn — I was immediately suspicious."
"I was immediately turned off," Yang agrees. But, Booster adds, "when we finally did get together, it was like, 'Oh, this is so much better than trying to forge a path as the only one.'"
Want to get the biggest stories from PEOPLE every weekday? Subscribe to our new podcast, PEOPLE Every Day, to get the essential celebrity, entertainment and human interest news stories Monday through Friday.
Elsewhere in the episode, Yang and Booster discuss how their queerness and race have "intersected and affected both [their] identities."
"It might be fair to say that at first consideration, it feels like they're identities that are somewhat at odds with each other. In terms of Western gay identities, which in a lot of ways sort of devalues Asian people or sort of puts Asian people in this weird purgatorial status in the gay community," Yang says. "That feels like it's at odds with my Asian identity, which in a lot of weird, bizarre ways is also messaged something around like, 'You don't be gay, don't be gay.' So having those two things be weird, diametrically opposed poles in some ways, having those two things have to be tightly wound together is really, really, really tough."
But also, Yang notes, "holding those two identities of being gay and Asian have, I guess, made my skin a little thicker."
"You and I have been through traumatic things, and I feel like we have relatively good heads on our shoulders," he tells Booster. "I feel like that is a virtue of us having to build so many coping mechanisms out of thin air, and pull them out of nowhere, and just be like, 'Well, I have to survive this and so this is how I'm going to deal with it.' I don't know, I feel like it's made me cope better. But I do kind of spiral every now and then. That's the reality."
Yang, who also co-hosts the Las Culturistas podcast, is the first Chinese American star of SNL and the first openly gay man to be featured beyond a single season. (He first joined the long-running NBC sketch comedy series as a staff writer for season 44.)
Booster launched his new series in April, featuring interviews with famous friends to discuss the hardships and hilarities of the Asian American experience. Previous guests include Ronny Chieng, Aparna Nancherla, Sierra Katow, Aaron Chen and Late Night with Seth Meyers writer Karen Chee.
The final episode of Joy F*ck Club, featuring Yang, airs Thursday at 8 p.m. ET on 88rising Radio on SiriusXM channel 305.