WATCH: Alec Baldwin returns to SNL to brutally mock Donald Trump's Russian pee-pee parties

Alec Baldwin returned to Saturday Night Live to lampoon President-elect Donald Trump.

The comedy show replayed its own version of Trump's first news conference as president-elect, mocking his inauguration troubles and poking fun at allegations regarding his connection to Russia.

"So go ahead, ask me anything," Trump tells reporters.

But the first question is about his alleged "big Russian pee-pee party."

"No, no," Trump responds. "I'm not talking about the pee-pee. It didn't happen. It wasn't as cool as it sounds. Next question."

But his next question was also about the so-called "golden shower" dossier.

"I do not want to talk about the pee-pee," Trump replies. "I want to talk about what is really important. I want to bring a thick stream of jobs back. The biggest strongest steadiest stream you've ever seen."

Watch video below: