The ballroom, with the Art Deco interior, is the Rivoli Ballroom in Brockley, south London, which actually does host tea dances.
Villanelle's oversized yellow coat is by Loewe.
Eve says the episode title when she's trying to dance with Villanelle.
Jodie Comer and Turlough Convery previously appeared in My Mad Fat Diary (2013). This episode marks the only time in the show in which both share scenes.