How vigorous of dancing are you talking? If it were me, I would dress all of the girls totally in a solid color (blue or green)(I would say blue sweatpants, tights, or stretch pants, long sleeve tops with hoods, either t-shirt or stretch, blue Keds, and blue or white gloves) paint the faces of body section people the same color, and make the costume of the head girl a little more flashy--no solid color face makeup, a big hairdo, etc. I would then have them stand in formation: side-by-side (-by-side :D) and in conga lines, etc. The body section girls would obviously move in unison. That already puts them in some possible dance formations and gives them a sense of moving together, but they can also break and move separately. If you can have then a little more stuck together, you could have their shirts sewn together with stitching running up the side from the bottom of the shirt to a little below the armpit. Hope this helps. I pulled my ideas from looking at the old Disney blue caterpillar.