Yes, Jan & Dean recorded the live material for their intended Filet of Soul album at the Hullabaloo Night Club in December 1965.
I, too, would prefer not to buy bootlegs if I can avoid it, but some of their material (like their first two proposals to Liberty for Filet of Soul) is available in no other form at the moment, except for the "Live" side of the Anthology Album--that's about half of the FOS album as Jan & Dean intended it. The odd thing about the TV Pilot DVD is that it was made by what I suspect is a bootleg outfit, but the eBay seller claimed that Dean was being paid royalties for its sales. At a Jan & Dean concert I went to later that year (2003), they were selling a Dead Man's Curve movie DVD at the autograph table made by that same outfit! I'm still curious about that!