Choreographer Josh Rhodes said the script originally used dance only at the palaceball, but director Mark Brokaw and writer Douglas Carter Beane asked him look for danceable moments.
Palace initially held out, with Speroni producing a cracking save to tip the ball over after Richard Dunne flicked on a free-kick and Carew nodded goalwards.
Palace were also denied by Millwall goalkeeper David Forde, who managed to scoop the loose ball clear from Darren Ambrose's free-kick clear, with Pablo Counago ready to pounce.
Palace should perhaps have taken the lead in the fourth minute when skipper Shaun Derry laid the ball invitingly into the path of an unmarked Calvin Andrew, but the striker's initial shot was parried by Lee Grant and his follow-up effort was blocked.