I retired from New York City Ballet five years ago. One year we had a performance of La Bayadere scheduled on Good Friday. I asked my priest if it would be considered sinful for me to rehearse during Lent and perform on Good Friday, and he said no, since this was my job at the time. He did recommend that I spend part of the day in reading Scripture and perhaps attend Good Friday devotions, which I did. It hadn’t even occurred to me actually to question the morality of this entire issue, since I had never heard of a dancing ban for Catholics during Lent (at least, not in modern times.) But one of the other dancers had made a remark about giving up dancing for Lent (it was tongue in cheek, she had just twisted an ankle pretty badly) early that February, so I decided to check it out.
Since I retired from the stage, I rarely do any kind of dancing, even social dance, other than when I am teaching.
But I seriously doubt that you’re talking about doing classical ballet, anyways!