[7] Hey's playing can also be heard on several major motion pictures including Ocean's Twelve, The Secret Life of Walter Mitty, The Hundred-Foot Journey.

[8] Hey later formed the jazz fusion band Rudder with drummer Keith Carlock, bassist Tim Lefebvre, and saxophonist Chris Cheek.

After joining Stewart for a few TV performances, Hey played piano on the second album of the series As Time Goes By: The Great American Songbook 2, which was released in 2003.

[11] From 2011 to 2012, Hey served as the musical director and pianist for British singer-songwriter George Michael during his international orchestral Symphonica Tour.

[4] Michael's performance from this tour at the Royal Albert Hall in London, England was later released as the live album Symphonica, which included Hey along with producer Phil Ramone.

[12] Hey was asked to play keyboards on British musician David Bowie's 2013 comeback album The Next Day by producer Tony Visconti.

During this time, Bowie was also secretly receiving cancer treatment and working on his new album Blackstar, whose band included Hey's Rudder bandmate and bassist Tim Lefebvre.

[2] Empire of the Sun member Nick Littlemore also released the album Every River Tells a Tale with Hey and bassist Tim Lefebvre in 2018 as part of The 2 Leaves Project.

[7][19] Hey also played piano on progressive rock drummer Bill Bruford & multi-instrumentalist Tim Garland's album Earthworks Underground Orchestra that was released in 2006.