I'm afraid I don't have any input as to a dinner show - we would enjoy such a thing but our budget usually doesn't run to a restaurant dinner in Switzerland. We're usually economizing because of the extremely high restaurant prices.
I would like to elaborate on a couple of answers given up-thread.
Lauterbrunnen, which is one mountain stop (by gondola) below Murren.
Mürren is reached from Lauterbrunnen either of two ways. Either a bus to Stechelberg and then the Schilthorn Bahn gondola, first stop and change of cabin at Gimmelwald and then second stop at the Gimmelwald end of Mürren. Or, straight up the hill to Mürren BLM it is a gondola, then a train along the cliff edge into Mürren at the sports centre end.
As far as Murren/Gimmelwald/Grindelwald, they are very small places. Murren is the largest and most colorful
Gimmelwald is tiny, no more than a the crossing of two trails, a few farmers and a gondola station. Mürren is quite a lot larger, but still a small village, with shops, a sport centre, churches, restaurants and hotels. Grindelwald is one valley away, quite a lot larger again, and has significant car and bus traffic, whereas the other two are car free.
If you are into walking, there is a nice walking route from Murren to Gimmelwald, no more than 2 hours I recall.
More like about 20-30 minutes in a gentle down hill stroll.