In-universe, during the time of Palpatine's reign over the Empire, was there a preferred musical theme designed to accompany Imperial troop displays and marches?
According to Wookieepedia, referenced to Star Wars Rebels, the answer is yes:
The Imperial anthem was a patriotic musical piece adopted by the Galactic Empire. During Empire Day parades, an upbeat version of the anthem was played, representing everything that the Empire stood for. By 3272 LY, on the Outer Rim planet of Lothal, the Imperial anthem was also played before official grav-ball championship matches, as well as on the Empire's fifteenth annual Empire Day.
The in-universe Imperial anthem is a variation of the considerably more famous out-of-universe Imperial March by John Williams.
The First Order has a jazz rendition as elevator music
In the short film Reflections, Captain Phasma and two First Order Stromtroopers ride in an elevator that has a jazz rendition of the Imperial Theme.
Admittedly, the short film is a tech demo for new ray tracing framework for the Unreal game engine, and as such may not be considered canon. However, there isn't anything in the film that conflicts with canon, so why not?