做我被拒绝的舞蹈! Doing my "got-rejected" dance!
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Not colloquial, normal.
Dance the dance which they would not let me perform.
A relative clause is an extended, trailing adjective. Chinese knows no relative clauses. Chinese puts these kind of things first. Case considerations precluded the use of such adjectives before nouns in Western languages.
Dance the [which they would not let me perform] dance.
Dance the dance [(which) they would not let me perform].
跳 [他们不让我表演的] 舞蹈。
Ah, well, in that case:
I stamped my feet in anger at my rejection. = I danced my "I've-been-rejected" dance.
Doing my got-rejected dance!
In this case, I feel 后 is a more natural choice: it feels more immediate, and like a reaction to the rejection.
Thus, the original Chinese says something like "inventing a my-rejection dance". I believe fixing these points gives the correct meaning:
Doing my post-rejection dance!
However, this seems outside of the Chinese cultural sphere and might not be easy to understand [this happens a lot!], and seems why the other answers focus on giving alternatives.