Well, you're in for a treat! Pamelia plays right in the middle of the two theremin 'schools' - setting up looped soundscapes and playing delicate precise melodies over the top, which then get warped together to form the next layer of texture for the following movement. Wonderful stuff.
The Glasgow and Dundee gigs were very different to each other and I'd recommend seeing two shows (or more) for the full effect. Unfortunately a last-minute gig has come up that prevents me from attending the Edinburgh show tonight, or I'd be there too.
Gordon - I think you'll enjoy Jez' set as well - no theremin, but plenty of little gadgets and effects amplifying and looping musical 'dust' (string scrapes, harmonics, music boxes) into a detailed soundscape. It didn't come over terribly well in Glasgow (the PA didn't seem to pick out the little details), but was superb last night.
I've put a couple of brief reviews of the two shows I attended into the comments on the theremin.org.uk (http://www.theremin.org.uk) news page. It would be nice if others could do the same.