There are several episodes which might fit with the one you described. I've created a list of the episodes that involved anything with people on stage either as actors or singers.

1. Scene Steelers - S2E8
2. Steele in the News - S1E18
3. Cast in Steele - S3E9
4. Springtime for Steele - S3E15

These are the most likely ones I could think of but it's possible that it could be another one entirely. I hope this list helps and that you find the right one.