What’s the relationship between gain (dB) and power (watts)?


Is there one?  My new used 300+ epic Bryston amp has a gain switch on the back toggling between 23 and 29 dB of gain.  
redwoodaudio
The relationship is logarithmic. For every increase of 3dB power doubles. For 10dB power increases ten times. 

In your case switching between 23 and 29dB of gain is 6dB. So whatever input it takes to drive the amp to full power at 23dB, it will reach full power with 1/4 that level when set at 29dB.
Gain is how much it's going to amplify the incoming signal. Less gain is usually quieter but if you have low gain signal going in, you may need more amplification to reach peak power.  
There is no connection between the maximum power output of an amplifier and its gain. They are two unrelated design values.

For a given input signal, the higher gain amplifier (or setting) will produce a higher output. But the maximum rated output of a Bryston amplifier does not change between gain settings.