Organisers also banned the band from throwing their guitar picks into the audience for fans who poured into Beijing's Huiyuan Space on last week, and asked told them not to play certain songs.

"They said okay, you come in and you sit here, and then you're supposed to watch the band, and don't get out of line," Sanders said.

"We weren’t allowed to play a few songs that people were yelling to us. So we just played different ones."

Amateur videos posted on YouTube showed the young Beijing fans, glued to their seats, cheering and clapping to the music. Many were preoccupied with recording the performance on their smartphones.

They later played a more energetic set in Shanghai, thanks to foreigners in the crowd who were "moshing and going crazy" and showing the locals it was all right to let loose, Sanders said.

Even in Hong Kong last night, crowds were loud but not as rowdy as the band would expect from those in the US or South America, 

Sanders, who goes by the stage name M. Shadows, said the five-member band took the Beijing gig in stride. "That was more like a test for us, like, [let's] just stay focused and play a very uncomfortable show.

"But the reality is we met a lot of the fans after, and did meet and greets and they’re all great people - they wanna enjoy it. I just think it’s a little too new there," he said.

"We think it’s not anyone’s fault ... and we would rather go there and have them experience some American rock and roll. We’re cool with abiding by the rules - it’s their country."

Founded in 1999 by childhood friends in California, Avenged Sevenfold are known for their devoted fan base, their iconic logo (the Deathbat - a skull with bat wings) and genre-defying music. The latter is partly due to their evolving line-up of members and their maturation from a high school band to 16-year veterans of the industry.

The other members are Zachary Baker (Zachy Vengeance) on rhythm guitars, Brian Haner Jnr (Synyster Gates) on lead guitar and Johnny Christ on bass.

The quintet's latest album Hail to the King, which shot to number one in the US, Britain, Canada and Brazil, features Metallica-esque rock alongside classical-influenced tracks like Requiem.

Describing their sound Sanders said: "We grew up with … every type of band from Primus to Mr Bungle, to Elton John to pop music to metal, and we try to throw it all in a blender. And whatever comes out of that is more Avenged Sevenfold than metal or metalcore.

A7X's latest Asia tour sees them playing their first ever gigs in Taiwan, Hong Kong and South Korea, and a return to Jakarta, Singapore and Kuala Lumpur. They last played in the region in 2012.

They're diving into Asian culture again, most enthusiastically seeking out the region's offbeat food. In China, they ticked some off their bucket list by chewing on scorpions and raw jellyfish, after enjoying roast duck.

Sampling deer penis and Hong Kong-style chicken feet, they said, were on the cards in Hong Kong.

Ahead of the Hong Kong gig the band said they hoped fans at the AsiaWorld Expo would go crazy, and while the venue was a little quieter than those on their home turf, the black-clad crowd did its best to pump their fists in the air and sing - or growl - along.

READ MORE: Avenged Sevenfold are more than the average hard rock band

Drummer Arin Ilejay - at 26 the youngest and newest of the tattooed, pierced and otherwise creatively hair-styled group - said he had a special tactic for getting aloof or nervous fans to come out of their shell.

"I like to pick out certain individuals in the crowd and just stare at them while I’m playing, no joke. I try to make them as uncomfortable as possible," he says.

"Sometimes they might need an example from the stage that, hey ... this is a rock concert. We're here to have fun."

A7X have been savvy about connecting with fans through the internet, through their official websites, fan sites and social media. Appealing to the YouTube generation, their music videos get millions of hits and the band has even created a smartphone-based fantasy game called Deathbat.

On a more personal level, Sanders recalls how, when their drummer and close friend James Owen Sullivan (nicknamed "The Rev") died in 2009, A7X fans' outpouring of support helped them get through the grief. Music fans around the world mailed them stacks of books, cards, photo albums and mementos about The Rev.

Little surprise that A7X have won several "Most Dedicated Fans" awards in the US.

WATCH: Amateur video of Avenged Sevenfold in Beijing, China

Connecting with fans in China is a slightly more challenging proposition, says Sanders, given the restrictions on what can be accessed online. The Deathbat video game, which has A7X on the soundtrack, is unavailable in the country.

"[To crack the market] we have to think outside the box. First you have to get on their social media networks and you've got to have someone over there who’s continually translating stuff, letting them know that we care," Sanders said.

"We need to find a way to get into that market and let our music be heard by the Chinese fans. It’s definitely a challenge," he added.

And to those who missed them this time round? "We have no problem being one of the first bands to just go there continually and expose them to it. We're definitely coming back."

With additional reporting by Robin Fall