Last year, he embarked on a series of concerts paying tribute to Judy Garland. "Judy appeared to me to give me her blessing for the show," he says.
"When I had just started doing rehearsals for Rufus Does Judy, I came out of the first big orchestra session in New York and I went home on my own.
"As I was sitting relaxing, I suddenly experienced this horrific feeling of loneliness and exhaustion.
"I felt that Judy's aura had come down and enveloped me in a kind of tomb. It sounds crazy but she was definitely present.
"It was very brief but it was a sort of out-of-body emotional experience. I know it was her way of giving me her blessing to do the show.
"Sadly her daughter, Liza Minnelli, doesn't feel the same way. When I told her I would be doing this show she was horrified. She wanted nothing to do with it. I think she finds anything to do with her mother still so difficult.
I haven't seen her since. But in the show I dedicate I Can't Give You Anything But Love to her."