Tillerman, welcome to Chiff & Fipple
Gypsy music in East Europe - I live opposite a large Gypsy camp and have done some voluntary work in Gypsy camps in Albania, Croatia, Bosnia, Serbia and Greece. Also I have had opportunity to listen to Gypsy music in Hungary, Bulgaria and Romania. I have tried to play along with their musicians a few times.
The Roma love music very much and their musicians can be incredibly talented on their instruments. Sadly live music at their gatherings is being replaced more and more by CDs played very loudly. On the other hand in East Europe there are many Gypsy buskers that typically turn up at holiday events and gatherings. In Romania I have seen Gypsy musicians hired to play at weddings (this is a real treat as the times I have seen them at weddings they have played heavily ornamented tunes on panpipes at a blistering speed).
http://www.youtube.com/watch?v=9W9R3vpvH2o&feature=related [Hungarian music played by Romanians in a Gypsy style]
Jamming with Gypsies on your whistle - Having D, C and Bb whistles in your rucksack is a good idea. Learning their tunes can be a real challenge BUT you can jam along, as you put it. It will help a lot if you can play your whistle chromatically, and if you can improvise and play by ear quite well.
IMHO it is well worth buying a doumbek or riq and learning some of the amazing rhythms in E Europe and the Middle East. Istanbul is one of the best and cheapest places to buy instruments and many musicians in E Europe go there to buy their instruments. There are about 40 music shops near the Galatia Tower and they can also be very helpful in teaching you (in English) how to play various things esp if you look like a promising customer.
http://www.youtube.com/watch?v=Jq6z4xQAGlU&feature=related [doumbek - must see!]
http://www.youtube.com/watch?v=gag_Z1cFgeA [riq - more compact for your rucksack]
If you visit a Gypsy camp with a doumbek you probably find that even the kids there can wipe the floor with you with the rhythms they can play but it’s great fun and they will teach you things. DON’T visit camps at night!!! DON’T give gifts or money!!!
Gypsies will want to play your whistles and it is worth having a spare as TB is an issue. They tend to play them in a style very different to western music as do the shepherds and other folk musicians in E Europe and the Middle East.
Wherever you go in this region find out where the cafes and tavernas are that have live music at night as these are great places to meet other musicians.
In Anatolian Turkey and Middle East if you want to experience live music try to get yourself invited to a wedding. These can be a week long so there will be several opportunities to listen to music. If you see one just go nearby and show some interest and you are very likely to be invited in to the celebration as hospitality is very important. I managed to get myself invited to one in Syria earlier this year, so it is possible.
Other places for live folk music in the ME are tourist spots and Sufi centers. In a Sufi center (think whirling dervishes) you will definitely not be able to play but it is an amazing experience to get caught up in the improvised flute music played on the ney.
http://www.youtube.com/watch?v=qt0T0wSILZo [whirling dervish]
http://www.youtube.com/watch?v=qt0T0wSILZo [ney music]
Have fun on your travels.