Dancing's not a big thing in HK. You can find it - or at least a very bad approximation - in Wan Chai - but those bars are very expensive for what you get, and will fleece you if you let your guard down.
Also, ignore the descriptions in the db. It's worse than useless.
Why not just focus on the Main Course? Pick a girl you like the look of, go see her and ask if she'll dance for you, and if not just fcuk your brains out with her instead ...
Alternatively if you REALLY get off on dancing, go to a WanChai disco - you might see a girl giving it a real go, especially if she knows you're paying - they can get quite steamy if they're in the mood, but you have to fan the flames first! Best if you can dance a bit too, sets up a bit of a contest