Bourgeois & Maurice Can't Dance, Lilian Baylis Studio, London

"I wanted to be like Billy Elliot," explains Bourgeois, widening his fabulously made-up eyes, "but more... middle class." The cabaret duo Bourgeois & Maurice are well aware that Sadler's Wells is a dance house. Having landed at the theatre for a Christmas cabaret run, they've decided to become professional dancers by osmosis.

On screen, we see them sneaking into a real dance rehearsal held by the Balletboyz. Determined to blend in, they're dressed in Lycra practice gear, though Bourgeois has plenty of sequins and Maurice has kept her trademark skyscraping hairdo. Beside the dancers' muscular lines, our heroes look like glitter-edged daddy-longlegs, all wobbling angles.

Back on stage, they focus on witty songs and stupendous costumes. Bourgeois has a warm, steady voice and witheringly sharp delivery. Maurice looms over her keyboard in a passive-aggressive crouch. Together they lurch through delicately unkind numbers about the financial crisis, pop stars' outfits, double standards and doomed love.

Having constructed extravagant personae, they have fun with them. Bourgeois has "an episode", only to be calmed down by Maurice's scented candles. They're pointedly British, teasing away at liberal guilt. Dance, they complain, is much less universal than singing: "We perform our songs all over the world, in English, and people understand them. That's the beauty of imperialism." Dance does keep popping up. A sadomasochistic number addressed to George Osborne has the pair leaning against poles, crooning "tax me, tax me".

Film footage shows further dance attempts. A cartoon Bourgeois and Maurice meet Diaghilev, before the fairy ghost of Darcey Bussell tells them they've got a lot of work to do. Instead, they decide to fake it, sailing into a finale powered by self-belief and gleeful cynicism.

To 23 December (0844 412 4300)