I promise this is a post about bellydance!
You have probably heard the phrase "fake it 'till you make it", and when it comes to confidence this is basically a glib way to tell someone to do an (undirected, possibly non-therapeutic) form of ERPT. You get up on stage (expose yourself to feeling unconfident) and act like you are confident (prevent the anxiety response) and eventually retrain your brain to respond to the situation differently. Basically, you are proving to yourself that YOU CAN DO IT, and teaching your anxiety to take time off, because nothing bad is going to happen.
BUT! What are we learning to feel confident in? Bellydance's reputation, in the USA, for empowerment developed while improvisation was the rule. Dancers, even those who joined up after the first schools (such as the Salimpour school on the West Coast, Adriana's in DC, the Serena School or Bobby Farah's classes in NYC) did so when "grooving on the music" was not just the fashion, but a necessity of working in supper-clubs with live bands and ever shrinking, or non-existent, dance floors. Improvisation is also the traditional way to perform bellydance, both for home style recreation and even- indeed, especially- at the highest levels. An anecdote about Mahmoud Reda and Samia Gamal illustrates this well:
I have often seen videos of partner dances that I really loved, where the pair are clearly collaborating on the dance floor. More often, I see clips shared that make me very uncomfortable, because the lead dancer seems to be dragging and pushing their partner around like an object. One of these clips involved a young female dancer and a man who I assume had created and taught the choreography. It is entirely possible she had only just learned the routine and he was giving her cues, but the video struck me as him acting like a psychic puppeteer, and really creeped me out (but, the routine is phenomenal, and she does it very well!). This is part of a bigger dynamic in western professional dance (which relates to other societal dynamics), where the majority of choreographers are male and the bulk of performing dancers are young females. This is a direct contrast to the roots of bellydance in Awalim families and super clubs owned by Maleemas such as Badia Masabni and her competitors.
Going back to the example of ERPT to heal a phobia of snakes. If you were to just throw a boa constrictor at someone who is afraid of snakes you're just reinforcing their fear. This could be analogous to telling a brand new dancer to just get up on stage and figure it out. Incidentally, this is how many of the first dancers in the USA started, and it is no accident that many had previous showbiz experience, and/or where uncommonly strong women.
When we first start dancing, for most new students, it is a leap of faith to get up on stage at all, especially in a bellydance costume! That is a big achievement, and an excellent first step in learning to believe in yourself! Most dancers these days have their first performance as part of their teacher's student group, and usually in a group choreography. So you have the physical exposure of your moving body. Level one achieved!
The next level might be doing a solo performance of your teacher's choreography. You can no longer find safety in numbers and are truly exposed, but you know your musical choices are not being judged. This is like going from being an actor in a scene to delivering a monologue from a respected author, you add the nuance and feeling, but can put some amount of trust in the author picking out the "right" words.
Once you reach a reasonable level of comfort here (this does not mean the total absence of jitters! Even e Betty White can still get stage fright!) It's time to write your own choreographies. This is a big step in reclaiming agency over your own dance, and exposes you to another layer of vulnerability. It is natural to have some trepidation about presenting your voice to an audience, and writing a choreography can be a middle step to truly openly sharing yourself, because it gives you the option to edit those choices and be sure you are satisfied with them before presenting. It is the prepared speech of dancing.
Improvised performance, then, is like getting up and having a conversation with the audience and the music. This level takes more confidence because you are not just exposing your (costumed!) body in motion, but also your unedited emotional responses and artistic choices. When you do this, and learn to trust yourself in it, you are able to build up that confidence through experience. You can be deeply empowered because it is YOU that made the performance, you have agency and full responsibility for the risk, but also full ownership of the rewards!