Maybe not a musician joke but it has a musical connection.
A guy , instead of having a hole on the end of his **** was born with a lot of holes along it and it was very embarrasing when he went to a public toilet because he used to soak everyone round him. He went to a surgeon who told him although he couldn't help him he would send him to a man who could. The guy said "Is he a specialist surgeon?" "No" he replied " He's a piccollo player - he'll show you how to hold it"