The Thing in Itself might be a heavily eyeliner-ed bassist in a quartet. I imagine he's the one who ascends from beneath the floor in a cage sometime during the opening number and has to be let out before the show can really begin.
Either/Or would obviously be an insufferable Scandinavian folk duo -- probably a husband and wife team. Their music would be wistful, yet winsome -- meditations on the transience of all things.
"Grue" could be the leering Nordic vocalist of some unspeakable Death Metal outfit.
The Trolley Problem is probably a tiresome alt rock group that you thought was really indie and different and obscure when you discovered them in high school but totally isn't.
More, more, I need more!