The former Glasgow drama student was once enticed into a pop star career by former Wet Wet Wet manager Elliot Davis. But when the needle broke on that record he threw himself back into acting. And it paid off.
Kahn landed the lead in Channel 4's 1997 showcase drama, Bombay Blue, filming in India for six months.
But here is where Shan Khan set himself apart from the herd - he didn't just act.
"I used the time to learn everyone's trade; writing, directing, production," he says. "Fortunately there was some really talented people on the production."
Despite landing the lead in the drama - and achieving great reviews - the acting offers that followed were risible.
"It was parts such as mini-cab drivers and all that kind of chutney," he says, his voice reflecting the disappointment of the time.
"Then a Rebus offer came along to play the 'lead villain'. But it turned out to be the role of an Indian waiter … with three lines to speak.
"I came to realise television just does not hire Asian actors. It is not a liberal world."
The glass ceiling is three metres thick. But what to do? Khan, now living in London and married, was skint.
Meantime, his drama college contemporaries, Gerard Butler, Tony Curran, Cal Macaninch, whom he had kept in touch with in London (playing in the Scots' actors' football team) were all enjoying soaring careers.
On Hogmanay 1997, the actor pals were all off to celebrate Hogmanay at Drumnadrochit, yet Khan barely had the train fare to the Highlands.
"I knew then my acting career was over," he admits. But what to do?
Bombay Blue had opened a new world. Shan figured he would write a movie, something he and his younger brother could work on together.
And he came up with Office, based on a phone box near where he lived in King's Cross, London, where drug dealers did their business.
"As I was writing, in August 2000, I saw an ad for the Verity Bargate Award, a playwriting competition, with a £1500 prize.
"But the deadline was the following day. So I took my film script and 22 hours later turned it into a play."
Meantime, still desperately skint, Khan made his way to the Edinburgh Festival to "sell himself" as a writer, with no success.
Six weeks later, Khan took a call from the Soho Theatre telling him he had won the writing prize. A year to the day later, his play opened at the Edinburgh Festival.
"This time round I was picked up by a limo and had a flat overlooking the Festival, with a spiral staircase. At least now I could call myself a writer."
He was. He wrote Gadaffi The Musical for the ENO, he worked on the likes of River City, The Vice and his 2005 Edinburgh Festival theatre success Prayer Room.
In 2009, Khan wrote Honour, a story of "revenge, religion and family betrayal"; all very Godfathery.
It tells of a white bounty hunter (Paddy Considine) hired by an Asian family to go in search of a runaway Asian girl.
"You can't imagine Asians hiring white supremacists to kill Asian girls, but it's all a true story," he says.
Yet film companies offer up serious development money these days only if the likes of DiCaprio and Diaz are not only attached but nailed and superglued to the project.
As for a first time director looking for a few million to finance their dream? No chance.
That is why when congratulations are offered to Shan on landing the money to make Honour, you expect the cliched response, 'I've been really lucky'.
Not a bit of it. Khan says he would have made the movie anyway. And here is the thing; this is not arrogance speaking. He is merely declaring intent. "I have always been into films," he says. "My dad had a video shop in Carluke, and I loved films so I would have gotten a camera and, with my little brother helping me, we would have made this movie somehow, using guerrilla filming (shooting on location without permission)."
Khan-do should be the writer's nickname. He revealed his characteristic cojones when he insisted on directing his own movie. But he reveals more of his character when he explains why the £3million development money secured was a "mixed blessing".
"If I had made it for less, I would have insisted on hiring new talent," he says. "I love the idea of giving people a chance."
He adds: "I'd rather have been Alex Ferguson at Aberdeen than Manchester United."
n Honour, also starring Aiysha Hart, is out now on DVD.