Well it depends. Are you just simply filming the interviews and B roll?
The you should follow what the director wants....for the most part. Sure, I say be creative when it comes to shooting (ie dollies, steadicam, etc), but since you won't be editing it then it won't matter how fancy you get, things will end up getting cut. Especially if you invest lots of time to get 1 shot that ends up getting cut.
As for shooting the b roll of the dancers, definitely get full shots, but close ups of the face and feet as well!
Hope it helps.