If it's a modern-day rock band, they would have to be...
Henson: lead singer (whether he likes it or not)
Joe: lead guitar and backup singer
Jen: bass guitar and other backup singer
Bob: keyboard synthesizer
Kiku: drums (of course)

If it's an in-comic band, just replace guitar with violin, bass with cello, and synth with pipe organ.

Either way, they would totally still call themselves the Proto-Gentry. :D