It’s a tradition that dates back to 2001 at the old Dakota, the one in Bandana Square in St. Paul. That’s where the Bad Plus began its run of late December shows. Back then, it was a lot of stocking cap-wearing jam band fans. Now, it’s a popular eight-gig engagement drawing grown-up jam band lovers, jazz fans, rockers and anybody who likes to be challenged by music. The Bad Plus, which is rooted in the Twin Cities where percussionist Dave King still lives, has undergone personnel changes in recent years since the departure of pianist Ethan Iverson. Now the lineup is the original rhythm section of bassist Reid Anderson and King plus guitarist Ben Monder and saxophonist Chris Speed, who joined in late 2021.