The journal of Sir Walter Scott for Xmas 1830 says he spent the day with the family of Sir John Pringle, with "very pleasant musick by the Miss Pringles". There are a few tunes written or plagiarized by Nathaniel Gow for the Pringle family.

But since Scott was tone-deaf his recommendation wasn't worth that much, and I think that was just into the reign of William "Who?" the IV.

The best source would be period newspapers. There will be adverts for public celebrations giving very detailed programmes of what music was to be played.

The University of Bath has a good indexed newspaper archive on the web for Bath in that period.