I'd say it's "dancing to the goddesses" (in honor of the goddesses) rather than "with" the goddesses. The rest is correct. Don't mind "ταῖς γε θεοῖς". It is no "new" or "different" kind of dative. Just the feminine article with a masculine (gramatically) noun, so as to show that the nouns quality in this case is feminine. The author could just as well have written "θεαῖς", but he went for the "weirder" "θεοῖς". Fair enough, I guess.