http://www.nin.wiki/Pilgrimage
Although that only says that the Buddha Boys Choir was named after the bar over the street; I have heard it said before that some of the regulars from there formed part of the choir. But perhaps that was legend since it didn't make it to ninwiki.
The bar across the street from the old Nothing Studios is called the Buddha Belly. It's still there. I played a gig there once. I've read that Trent would sometimes "audition" potential Nothing artists there with Dave Ogilvie engineering and being in charge of setting up these performances.