Henline, who fought for his life after the attack, has endured more than 40 surgeries.
Still, he maintains a sense of humor. On the open red carpet on a chilly night, Waters pushed closer to Henline for warmth.
"Get next to the burn guy. I'm good. I'm heated up," Henline joked.
No surprise. The retired soldier says he's been doing stand-up comedy for the past year and a half.
Waters performed three songs with the veterans, including the Pink Floyd classic, "Wish You Were Here."
Waters said he didn't think there would be a reunion with his former band.
"I think David (Gilmour) is retired by and large. I shouldn't speak for him. But that's the impression I get."
Waters then added: "Hey whatever. All good things come to an end."
While his mammoth tour of "The Wall" ended this summer, Waters promised the theatrical version would hit the Broadway stage in the near future.
The Bob Woodruff Foundation has supported more than 1 million veterans, service members, and their families since it began in 2008.