When Damon Che formed instrumental crunch-rockers Don Caballero 15 years ago in Pittsburgh, Pennsylvania, he had significantly different plans. “The only plan we had at the time was to come up with music we liked,” he says earnestly. “The reason we ended up the way we did was because, in our estimation, [the music] wasn’t ready yet. The opportunities to record kept coming up, and we didn’t want to waste them, even if we didn’t have our craft entirely up to specifications yet.”

Of course, l...