Gog Magog Molly – that’s what this dance troupe call themselves.
And The Menace of the Fens is how they describe themselves. Their dancing surely must (must?) have something in its history and genesis that is in common with Morris Dancing.
There is a comment on the page of their website that details the dances that states, “Traditional molly dancing was nowhere near this well documented, or danced with this much precision.” So Molly dancing must have a history rather than it being something dreamed up by the troupe.
A quick google for Molly dancing brought up a Wikipedia page that states:
Molly dancing is a form of English Morris dance, traditionally done by out-of-work ploughboys in midwinter in the 19th century.
I don’t know what the origin of the coloured faces of this troupe is, but surely it is an extension of blacking their faces to conceal their identities.
Because Wikipedia also states that
Molly dancing is most associated with Plough Monday, the first Monday after Epiphany. Tradition has it that as a way of filling the gap between Christmas and the start of the spring ploughing season, the ploughboys would tour around the village landowners, offering to dance for money. Those who refused would be penalised in various ways (see Trick or treat) including having a furrow ploughed across the offender’s lawn.
The dancers, wishing to gain employment from those same landowners shortly afterwards, would attempt to conceal their identities by blacking their faces with soot and dressing up in a modified version of their Sunday best, typically black garments adorned with coloured scarves and other fripperies. It was originally an all-male tradition but with one of the members—the Molly—dressed up as a woman.