But their first theatre appearance together, in 1998, was not one they really care to remember.
Dundee Rep's Christmas show, The Jungle Book was as far from the Disney classic as India is to the Tayside city.
"The kids came to see The Jungle Book and I don't think I have seen so many disappointed faces in my life," recalls Mark, who starred as Tam in TV sitcom Still Game.
"The play was very dry and modern, and what the kids wanted was a big stripey tiger. That's not what they got at all."
Clare has a cringey smile as she also recalls the moment.
"I was just out of drama college at the time, and played lots of understudy parts in the show. But it wasn't a great one to start a career with."
Still, even though the Dundee youngsters were less than wild for a show that did not feature songs such as King Of The Swingers, the play did have a major positive; Mark and Claire became great friends.
Last year they worked together again when they appeared in Scrooge at Cottiers, in Hyndland
Such was the success audiences for their latest panto Weans In The Wood, written by Mark, are up 20% on last year.
"It's properly funny," says Claire, who until recently was one of the stars of River City, playing sad-eyed, loser-in-love Iona McIntyre, who picked up a £1 scratch card and walked off with £50,000 and a determination to see the world.
"Our show is for adults and children, which makes it unique in the West End given that Oran Mor's panto is for grown-ups.
"And it really has great big laughs.
"I think pantos are an amazing tradition, but you do seem to get a lot of the stock characters.
"And some pantos are all about the whirlygigs and the individual performances and the gymnastics, but here there is a big focus on the storyline."
Mark agrees. "For me, the challenge is about making the story modern, to give something the families can connect with – and the spirit of what panto should be," he says.
The original Babes In The Wood storyline involves child murder, but there is nothing quite so dark going on in Hyndland.
The orphan Weans take shelter with their sweet Uncle Jim and wicked Auntie Brenda, near the Right Creepy Woods.
Auntie Brenda, however, resents having to share the caravan – and Uncle Jim's wages with the Weans – and often talks of having them 'taken care of' by Christmas.
At first glance this might look like a caring thing to say, but Brenda's thinking is "more Sopranos than Barnardo's".
Mark Cox certainly brings a great deal of comedy experience to Cottiers' panto.
The Springboig-born actor can call upon great learning years in the company of Ford Kiernan and Greg Hemphill, dating back to the days of the Chewin' The Fat sketch show.
Claire Knight, too, brings a wealth of experience to her series of roles in Weans, working for a range of theatre companies.
But more recently she revealed an immense comedy talent when she appeared in the Oran Mor play Remember You Are Beautiful, which should tour next year if there is any natural justice in theatre.
"I love panto," she says. "And Paul Riley, who played Winston in Still Game, came in as director and he was great.
"He would point out where we were lacking gags, focusing us and it really helped to get the overview.
"And because Mark's written it, it meant we could change things as we went along."
"Up to a point," Mark says. "You can't keep on changing or you forget what you are supposed to be doing."
There are five in the cast of Weans, and almost countless characters appearing on stage.
"It's mental backstage," says Claire.
"And our stage manager, who is supposed to keep us right, also appears on stage. So there is no time to sit in the dressing room doing the crossword."
Mark, for example, kicks off the show by playing The Jester, morphs into a Robin Hood-type character, and goes on to appear as Brian The Owl, The Mother and a Hairdresser/Plastic Surgeon.
Claire, who also plays a range of characters, adds; "There are ghost scenes, and a lot of good audience participation parts."
An added bonus for Mark Cox is the chance to determine his own destiny.
"I love writing pantos," he says. "It's great fun, but it's also terrific for an actor to come up with their own work.
"It means you are not waiting for someone else to come along and employ you."
Is Weans truly funny? Greg Hemphill commanded his Twitter followers to go along and see a truly hilarious show.
"Just wait until you see the reaction from the crowds," says Claire. "They are the ones who really tell you if a show works."
n Weans In The Woods, Cottiers Theatre until December 31, also stars Floss Ross, Martin Docherty and Ian Bustard.