Saw him early 1990s at what used to be the Hofbrauhaus (no idea what it is these days). Absolutely brilliant live performance. RIP Steve.
This clip is from the same tour:
Used to go on a Tuesday(?) night which was rock music night. Good times.
Went a few times on Friday/Saturday but they had that ridiculous rule that you had to have a tie on to get in, only to take it off again once inside. Hated that.