They're Spanish dances and of course they don't have names in English. Probably all you can do is translate their Spanish names literally.
Howard Mancing defines them, not very usefully, in his Cervantes Encyclopedia:
"
Pésame dello. A popular festive dance based on a line of poetry meaning 'I'm sorry about it.'"
"
Perra mora. A popular dance."
https://books.google.co.uk/books?id=GH9zBQZbbBQCThey were probably lively and sexy. They're associated in your text with two dances, the chacona and the zarabanda, that were notoriously lascivious, especially the latter. In the seventeenth century they banned actresses from dancing the zarabanda on stage in the public theatres on grounds of indecency. Here the Diccionario de autoridades definition of zarabanda from 1739:
"Tañido, y danza viva, y alegre, que se hace con repetidos movimientos del cuerpo poco modestos."