Way's solo album is out on 29 September. He recently explained that he didn't want to be play My Chemical Romance songs during his set. Speaking to NME he said: "There was a moment when I was weighing up the options, but it just doesn't feel like the right time yet. I didn't feel this strong urge to do it.
"I also wouldn't want to false advertise, I don't think it's the sort of thing I'm going to be doing a lot. If it does happen in the future it will be because it's the right thing to do."