Frisson is the feeling and experience of physical reactions such as shivers, tingling skin, and goosebumps. Using entrainment through facilitating interpersonal transmissions of embodied sensations, we present "Frisson Waves" with the aim to enhance live music performance experiences. "Frisson Waves" is an exploratory real-time system to detect, trigger and share frisson in a wave-like pattern over audience members during music performances. The system consists of a physiological sensing wristband for detecting frisson and a thermo-haptic neckband for inducing frisson. In a controlled environment, we evaluate detection (n=19) and triggering of frisson (n=15). Based on our findings, we conducted an in-the-wild music concert with 48 audience members using our system to share frisson. This paper summarizes a framework for accessing, triggering and sharing frisson. We report our research insights, lessons learned, and limitations of "Frisson Waves".