How do I reduce the DC output voltage of a power supply?
30VAC when rectified becomes approximately \$\sqrt2\$ higher minus a couple of diode volt drops of around 0.7 v each. this means the DC supply will be about 41 volts. On no-load this could easily be 43 volts give or take an inexact transformer turns ratio.

So that's the explanation - if you want approximately 33 volts DC you need a transformer with a 23 volt AC output.

Another way (without dissipating a load of heat) is to use a switching regulator to take the 40 odd volts and convert it efficiently to 30 odd volts. A buck regulator is what you need however, it may be a little noisy for audio so it's better to use a buck regulator to take it to maybe 34 volts then a low drop out linear regulator to provide a smooth 33 volts.