As we're looking in Spain, you need to look at the Cantigas as one of the primary sources, the words show various degrees of cultural assimilation - it would be wrong to think of the country as Devotedly Catholic before 1492. Prior to that it was rather a mish-mash of cultures, sometimes partly ghettoised, much like the UK is now, rubbing along as best it may. There are also some dances associated with them, most particularly the estampie, which almost certainly was a major influence in early Morris. This dance was particularly associated with the West of Spain, the area most of the Cantigas came from, so I think if you want to look into that area, you need to get the mediaeval dance forms out of the hands of the twee SCA types and into the hands of Morris dancers.

Going further back than that will probably need an expert in Arab dance of the Golden Age.