O.k.my take on this is.....
If I'm asked to do a spot (rarely!!) then knowing what roughly the punters at that particular do are expecting to hear then I pull together say about 30 records that I'll pick 20 out to play in an hour.
On I go ,nobody before's played any of these or just a couple or so then I'm happily spinning my mindset of tunes and someone requests summit that I wasn't planning on playing but is in my box and therefore IMO worthy of a play but wasn't what I expected then I would note this as a request if asked later for a playlist.
If on the other hand I was asked to play for example "The Shite" by Al Shtipants and obviously it wouldn't be in my playbox,not even in my collection then I would smile and say,sorry,no and that would be that,hope that this is the correct etiquette?