lead somebody a dance

lead (one) (on) a merry dance

To waste one's time or cause someone a great deal of confusion through deceitful, manipulative, or inexplicable behavior. You should have just said you weren't interested in investing from the beginning, rather than leading us on a merry dance for three weeks! If someone in whom you are uninterested is pursuing you romantically, do not lead them a merry dance—make your feelings clear from the get go.
See also: dance, lead, merry

lead somebody a (merry) ˈdance

cause somebody a lot of trouble or worry: Where have you been? You’ve led us a merry dance — we’ve been looking all over for you!
See also: dance, lead, somebody