Marx Brothers Waukegan story

[scottp]

On one of the wartime broadcasts of Chico Marx and his band, he tells announcer Toby Reid about joining the Marx Bros. act. Supposedly Gummo, Harpo, and Groucho had been touring for quite a while and at a Waukegan show, Chico talked the orchestra leader into letting him take over the piano to surprise the others... and it led to orange-throwing antics and other madcap hilarity.
He describes the orchestra leader as a tired violinist. Reid guesses "Ben Bernie" and Chico says "No, the other one... Jack Benny." Reid says "Oh I should have known, when you mentioned Waukegan."

True, half-true, or totally invented? In my spotty knowledge of Jack's vaudeville days, "orchestra leader" doesn't ring a bell.