i and friend called warren have performed the sand dance several times for many vaudeville shows at our theatre company 'Total Theatre'in western australia. we emulated it as perfectly as we could from an australian video called 'Vaudeville' - ABC publishing i think.
the music is called Luigini's ballet. or so i have heard. i wouldn't suggest using the sheik of araby, lovely as it is, but it is far too 'Hollywood' and not quircky enough.