It's a standard sign off for stand up comics in the US.
At the end of an act in a comedy club (IE, a bar where they have stand up shows every nights), the comedian will usually thank the audience, and sometimes say until when they will be performing (The implication being to come back and see him again)
As for the veal, well, I guess a guy liked the veal at the place he was working in, and it stuck.
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