Oscar-winner Sandra Bullock is a supportive costar. The actress, who’s been in town to film the Paul Feig comedy “The Heat” with Melissa McCarthy, spent her Saturday night at the Comedy Studio where she saw Adam Ray, a funny guy who has a part in her film, perform his stand-up set as part of a night emceed by Rick Jenkins. Ray has been tweeting some amusing tidbits from the set of “The Heat.” On Friday, he told fans that he had just filmed a scene that features him getting rather up close and personal with Bullock on the set. “Take that girl who dumped me in 8th grade & dated my friend,” he tweeted. We’re told that Bullock became a fan of local comedian Mike Donovan, who closed the night at the Comedy Studio. She bought several copies of Donovan’s CD before leaving the Harvard Square club.