The new musical “The Sting,” now entering its last weekend at Paper Mill Playhouse, was pretty much totally sold out before it even opened. A musical adaptation of the classic, Oscar-winning film of the same name starring Paul Newman and Robert Redford, this new version stars Harry Connick, Jr., J. Harrison Ghee and Kate Shindle – to name a few. Theater-goers know Ghee from his inimitable performance as the drag queen hero Lola of the Tony Award-winning “Kinky Boots,” and they know Shindle from Broadway productions of “Jekyll & Hyde,” “Cabaret,” “Wonderland” and the national tour of the Tony Award-winning musical “Fun Home.” We spoke with both of them earlier this week as they were preparing for their final performances of this smash-hit run at Paper Mill.