That was my first thought but could not find a dance called Duke of york when I googled.
Could only find Grand old duke of York (nursery rhyme) that children sometimes march up and down to. All the others answers have been proper dances although maybe not well known.
Can anyone expand on the idea please
I think the clue is in the word "pleased". In other words he IS the DofY but would be pleased to be called "The Grand Old DofY". i too remember it as a childhood dance
You can just copy and paste a link into here and it will appear as text. Then someone else can copy and paste it back into their browser. To make it a clickable link takes a bit of HTML code as well. If you want to know how I can explain.