What a curious show this is, and one that sadly for me doesn't quite work.
If you were to split this into a concert and a play, which you could easily do, then there would be a great (though short) concert of some amazing Dylan songs in beautiful arrangements (Simon Hale) performed with skill and passion by a talented cast and band. The play, on the other hand, would probably sink without trace.
The "play", set in the Great Depression of the mid/late 1930s, relies on narration to set the scene and provide an epilogie but simply fails to engage. The characters are a bit too shallowly drawn and simplistic - Shirley Henderson's "Elizabeth" is a hardly credible character but her performance is fascinating.
Seen from the Grand Circle, having the cast moving the sets in and out impresses at first but becomes a bit tiresome after a while, it is frankly unnecessary and though it probably looks like a clever ballet from the stalls from above it looks a bit messy.
Given my time again, I'd happily buy the cast recording but would leave the tickets alone - my 3* is basically 4* for the "concert" and 2* for the "play" ... your mileage may vary.