Both Miss Mercy and Miss Pamela were friends with Chris Hillman and Gram Parsons. According to the Gram Parsons biography "Twenty Thousand Roads", Parsons and Hillman came to the GTO's recording session, and wanted to appear on their record. Frank was there, and gave an adamant no to their participation. All this to say that I imagine Zappa and various Burrito Brothers would have crossed paths, being in Laurel Canyon, and Sneaky Pete was a genius pedal steel player, which may have made an impression on Frank.
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