I'm not aware that he ever did. I haven't read it in any scriptures. Seems like a sense desire to me and according to the scriptures, the Buddha was beyond all sense desire. So I do not believe there are any dancing Buddhas around. Looking at the definition of what a Buddha is - someone who is free of greed, hatred and ignorance, I do not believe that type of action would arise from someone who has no sense desire. Not that I was there, so I can't tell you whether he did or not, but just taking from the definition and what I have taken from the scriptures, no, I don't think so.