The two pals were messing around between takes when Oscar winner Bullock realised she had snorted a nut and, not wanting to raise alarm, she asked her castmate to use a swizzle stick to remove the salty treat.
MCCarthy explains, "Sandy decided to slam her head down on the bar and lodge a peanut up her nose. She put it so far up and I couldn't see it.
"I had a swizzle stick and I thought, 'What's happening? I have something shoved up Sandy Bullock's nose; Ok, just don't hurt her'. Then I thought, 'She didn't really do it, that's too weird and gross'. I was up a good ways (with the swizzle stick) and there was nothing.
"Just as she let her head back down I saw something. It still makes me nervous to talk about it because it was so insane. She had put it up so far!
"Then it got serious because I thought, 'I gotta get that thing outta there!' I don't know why I thought that was on me medically to do that. Then I really got in there and I got it."
Bullock says, "She has a steady hand, the hands of a surgeon. It was a bonding moment."
The drama was caught on camera and director Paul Feig decided to keep it in the film.
He tells Wenn, "In our outtakes there is a funny thing where I ask them to do it again because of course I need it done twice."
Bullock adds, "I shoved that peanut up my nose six or seven times!"