Holly Madison is in talks to produce and star in her own Las Vegas show. Credit: Gabe Ginsberg/FilmMagic

Holly Madison is hoping to make yet another dream come true. The former Peepshow star is in the early stages of producing and starring in her own Las Vegas show, a source tells Us Weekly exclusively. "She is so excited," the source reveals. "It would be a live stage show she'd write and star in herself."

"She's still in talks with producers about details, but the show is definitely in the works," the source adds. "Holly is thrilled!"

The 33-year-old star headlined Peepshow for a final time on Oct. 21, 2012. Since then, she has been taking care of daughter Rainbow Aurora, 5 months, and planning her wedding to event planner Pasquale Rotella. The happy family recently took a trip to Europe, and Madison shared pictures via her official Celebuzz blog.

"I really enjoyed taking the Eurostar train from London to Paris -- so much less hectic than dealing with airports," she wrote. "It's nice to see the countryside go by."