I think the Jig Saw was in the old Saltley Picture Palace. It was a indoor market for quite a while before it became a club.
Here are a couple of photos, one of the entrance to the picture house, and the building to the right of the tram on the second photo is where they opened the Golden Gloves.
I used them both, and the best thing I can say about either is they did a good T bone steak at the Gloves.
Phil