This article first appeared in Radio Times magazine.“We’re not the police. We’re not the spooks. There’s no safety net,” Steve Coogan’s Don – a lugubrious Mancunian, who’s himself a former undercover officer – tells a group of dissatisfied, but ambitious, employees of HM Revenue and Customs gathered in his dusty 1990s classroom.In reality we’re at a private school in St Albans, which is shuttered for the spring 2025 half-term, where Coogan and h…