This was in the Bloomberg News weekly notes this week:
Q. What’s our style for writing the word oom-pah, or is it oom-pah-pah?
A. This word isn’t in The Bloomberg Way nor the AP Stylebook, so the next reference to check is Webster’s New World College Dictionary. It gives the spelling as oompah, with no hyphen and one pah. {NSE OOMPAH<GO>} shows that most stories using oompah referred to music in German beer halls.
One Bloomberg News reporter wrote in to state, ” Those are oompah loompahs in your picture, not an oompah band. PS not sure we have a ruling on oompah loompah oompah bands.”