John Mayer brought out a seriously starry crowd in the Hamptons Wednesday night for his SiriusXM private concert at the famed Stephen Talkhouse, where he gave a subtle nod to Dolly Parton. Guests included Paul and Stella McCartney, Michael J. Fox, Howard and Beth Stern, Neil Patrick Harris and David Burtka, Marcus King, Katie Couric, Andy Cohen and Madison Square Garden bigwig James Dolan. The “Gravity” singer ripped through hits including “Who Says” and “Slow Dancing in a Burning Room” for an ecstatic crowd. More than a few fans shouted “Jolene!” and “Dolly!” throughout the set in hopes Mayer would cover a song by the country legend,…