Is there a word or phrase for a concert where one composer's works are played?

Solution 1:

A concert dedicated to a single composer is called an all-[composer] concert or program(me):

BSO Conductor Emeritus Bernard Haitink leads the final series of the 2017-18 season, an all-Brahms program featuring beloved pianist Emanuel Ax in the composer's monumental Piano Concerto No. 2.

A unique collaboration between three star performers for an all-Beethoven programme. Concerto for Piano, Violin, Violoncello and Orchestra in C major.

The Carthage College Chamber Orchestra presents an all-Beethoven concert at 1:30 p.m. on Sunday, Nov. 8.

From an all-Bach concert they gave last week at the Brooklyn Museum in New York, the members of the St. Luke's Chamber Ensemble perform the Trio Sonata in C minor, S. 526 …

This construction is not limited to composers:

The Rivers Symphony Orchestra will be presenting a night of all-Baroque music from Handel, Telemann, Manfredini, Torelli and ...

The 7th International Pharos Contemporary Music Festival opens on Friday 2 October 2015 with an all-percussion concert by the renowned Dutch percussion group Slagwerk Den Haag (SDH).

Posters and other publicity might bill such concerts as An Evening of [composer]:

The Southern Crescent Symphony Orchestra and the Clayton State University Orchestra present: An Evening of Brahms featuring …

A composer performing or directing a concert consisting only of his/her own compositions performs or directs a concert of his/her own works:

Saint-Saëns had previously appeared at Wigmore Hall in a concert of his own works with the cellist Joseph Hollmann in 1906.

12 January, Berlin (Hotel de Rome): Paderewski's first concert of his own works.

The concert marks not only [Brian] Tyler's London debut, but his first full-length concert of his own works.