LORELAI: Yeah, she had a thing after school, a rumble or something. She said she’d be over after.
EMILY: A rumble?
LORELAI: Yeah, a bunch of kids meet in an alley, they pirouette, they pull knives, it’s a whole to-do.
A reference to the musical West Side Story, previously discussed and often mentioned.
A rumble is slang for a fight. Because it’s a musical, they pirouette as they pull their knives.