Paul Zenon's Grey Matter, the first fund-raiser for The Wonderbus was staged at the London Comedy Store in August 2006, featuring Paul and fellow comedians Stuart Lee, Ray Presto, and Chris Green (as Ida Barr).

A one-off On the Bus! variety show was staged at the Theatre Royal in Brighton in July 2007 featuring comedians Harry Hill and Lee Mack, together with magician Mark Raffles, extreme balloon modellers Bob and Leslie Wooding, with Paul as host and compere. The show went on to tour theatres around the UK in the summer of 2008 with Chris Green (Ida Barr) and one-man band Vic Ellis as additional guests.

In October 2009, a sell-out show took place at the London Palladium Theatre. Last Stop the Palladium! was produced and MC'd by Paul and featured comedians Dara O'Briain, Sean Lock, Lee Mack and Dave Spikey, with acappella group The Magnets, balloon man Bob Wooding and cocktail jugglers the Bar Wizardz, who produced a special 'Double Decker' cocktail for the occasion. Dave Thompson (AKA Tinky Winky from the Teletubbies!) acted as Paul's glamorous assistant, and front of house entertainment was provided by one-man band Vic Ellis, Matt (the Stat) Walters, magician Sav and Arbie the Robot.