It was funny on the Circle Tour that they had the backdrop on the big screen during KTF with fireworks going off where they used to use actual pyrotechnics. Seemed a bit of a cheap cop-out and no doubt keeps the insurance down when you're not using real pyros.

The only time I've ever seen them use fireworks was after the Hyde Park show in 2003 to cover their quick exit from the grounds. Never during a show though.