1. It really is a compliment and
2. I think it's probably true!
Where our work overlaps with Lynch is in the shifting nature of reality - the way in which a narrative refuses to explain everything, but allows itself to elude and mystify the audience with hints and surprises, just like life itself. The film, like our play, is set in a world of performers - and very often life seems to imitate art, rather than the other way round. Perhaps we make art - narrative - as a way of making sense of lives which are in fact largely arbitrary.
And Mulholland Drive (or - strictly - Mulholland Dr., for which read "dream") has an apparently realistic surface which is constantly shattered or disrupted by illusions, fantasies and imaginings. It dares to show, in the conventionally realistic form of cinema, what goes on invisibly in the subconscious. That's something else we're very keen to do in our work.
Where the film gets really radical is about three-quarters of the way through, when there is apparently a total reversal of realities, and the main characters seem to be re-created as different figures - still related to the main story but with different personalities, and different names. When it was first released, everybody complained that it was nonsense - but actually life can be very like that - and so can dream. I'd love to attempt an inversion so brave as that one!
Here's a link to a great blog about watching the film - a useful companion!