February 13th 1931 - New York, guess where he saw her... MINSKY'S BURLESQUE!1931 C. BEATON in Wandering Years (1961) 217 The wow of the evening was Carmen, the belly-dancer.
"The wow of the evening was Carmen, the belly dancer. I had never seen anything like Carmen's expert orgy. Even the toughs in the audience hooted in embarrassed laughter".
He didn't seem to rate the "teasers" much, or the audience. I found a reference to Minsky having had a big opening night on 12th Feb 1931 (including Gypsy Rose Lee) at a theatre on 42nd Street - maybe Cecil was at a different Minsky establishment.