I found an archive of the full set that includes the Nothing Compares 2 U track. Seems that they opened the gig with the song [0]. There's a neat story in the link about the show and how this bootleg got around.
Mr.Bungle
Date: 1990-05-27
Venue: (BBurnett) @The Full Moon Saloon, San Francisco, CA
Recorded By: Sean Lyons
Source: Sony Stereo Clip-On Mic > Cassette Walkman > audience master cassette > Tascam 3-head Professional Cassette Deck Model 130 > Tascam DA40 > Tascam CDRW5000 > Samplitude Professional 7.11
[0] https://archive.org/details/bungle1990-05-27.sony