"See David Lee Roth." "See Mr. Big."  Sheehan toured with PSMS (Portnoy/Sheehan/MacAlpine/Sherinian), an instrumental supergroup, in the second half of 2012. Sheehan, along with Portnoy and Richie Kotzen, recorded the debut album for their new band The Winery Dogs in August 2012. The self-titled album was released on May 5, 2013 in Japan, and July 23, 2013 worldwide. Their second album Hot Streak (album) was released in 2015. In August 2017, he joined another band with Portnoy, a progressive metal supergroup named Sons of Apollo and also featuring keyboardist Derek Sherinian, vocalist Jeff Scott Soto and guitarist Ron "Bumblefoot" Thal. Billy is now also in the band "The Dell"  Sheehan has been an active member of the Church of Scientology since 1971, having converted from Catholicism.