Interesting read,still cant believe they deported your girlfriend even though she had a return ticket. That is incredible!
The return ticket doesn't really factor into it: whether you're entering the UK, US, wherever - generally if you're going in on a tourist visa / waiver you can't work. And unless you have some documentation indicating your gigs are unpaid, you've only got your word...which isn't worth much.
I'm not sure on the specific rules for the UK, but yeah 'I'm going to play a few gigs, but, uh, don't worry I'm not getting paid for them' probably is a bad thing to say.