I get up and dance I would say with Jenks but it usually ends up being for Jenks.
He will bob his head or body with me every once in a while but it is still a work in progress for us. He definitely has music he likes and dislikes so maybe try some different kinds of music for your Conure. We have been working on dancing for about a year, meaning I have been dancing for Jenks for about a year
the occasional bob/sway he does back at me makes it so worth it though.