I am not sure I had heard of neo-Vaudeville music before. I should probably be embarrassed about that.
It's not a term that gets bandied about a lot. I only learned it because it was a common thread in a lot of the music I like.
If you like it, and you haven't heard Sopwith Camel's first album, you should check it out. I'm sure you're familiar with their song "Hello, Hello".