The Brian Setzer Orchestra is on its annual “Christmas Rocks!” tour and will make a stop at StamfordA s Palace Theatre on Tuesday, Nov. 24. The Brian Setzer Orchestra is on its annual “Christmas Rocks!” tour and will make a stop at StamfordA s Palace Theatre on Tuesday, Nov. 24. In what has clearly turned out to be one of the Bay Area’s better holiday traditions, the Brian Setzer Orchestra brings its 13th Annual Christmas Rocks! Tour back to the Warfield on Saturday, Dec. 24. Led by the former frontman for the Stray Cats, the 19-piece outfit performs swing- and rockabilly-inspired takes on holiday standards as well as originals, plus a handful of originals from its Christmas albums, including the latest, “Rockin’ Rudolph.”