Conversation so far:
Who was the E Family?
The E.
Family consisting of Pete Escovedo, Peter Michael Escovedo III, Juan Escovedo, and Sheila.
Where did they perform together?
Sheila E.
and the E Family Band performed at Rhythm on the Vine at Gainey Vineyard in Santa Ynez, California.
Did they release any singles together?
Sheila E.'s first song in the country market was "Glorious Train".
Did they tour together?
She toured on his 20Ten Tour and Welcome 2 America tours.
Are there any other interesting aspects about this article?
In 2009, Sheila E.
participated and won the CMT reality show, Gone Country.

Question: Did they perform on other shows?
Self-contained rewrite: Besides Gone Country, did Sheila E. and the E Family Band perform on other shows?