Burlesque standout Buttercup took up backing vocals, and the stage performer Maude Zoleum made her Smith Center, disrobing to pasties in what is the most risque of productions at Myron’s.

“Caesars Entertainment came to see the show, Live Nation came to see the show, and they were like, ‘We think the Jubilee Theater, of course,’ ” says Von Teese, a worldwide burlesque star ...