I saw the band Dump, which is Yo La Tengo’s bassist James McNew’s side project, in 1998 opening for the Future Bible Heroes in the fun club that once existed under the now defunct Time Cafe. If I’m remembering correctly McNew started the show by saying that he’d seen Prince the night before in the city and they were going to play some covers. And they did.
What I didn’t know is that at some point later the band put out a record of Prince covers. Very much 90s rock, kind of a nice sound.