Asked about his OBE, 69-year-old Wayne announced that he had received it just after Diana died.
Quizzed about dancing with Diana in December 1985, Wayne gushed with fond memories, but admitted his fears of dropping her, and forcing her to bow to Prince Charles.
Wayne explained: “Yes! She’d seen a lot of my work in Covent Garden. Well you could say she was a fan I suppose. She rang me and said, ‘I want to dance with you at Covent Garden this Christmas for the big Christmas gala party that they do as a thank you to all the supporters of the opera house’.
“I met her and I think she was in the headband and the leg warmers, the leotard and the tights. She said, ‘I want to do a number with you to Billy Joel’s Uptown Girl’.
“When I was talking to her I realised she had a great sense of humour. So I thought we could do this tongue-in-cheek.”
He continued: “I choreographed a three minute number for her and she kept it a surprise for her husband for Christmas. So he didn’t know about it. We went down to the stage and did the number and it worked really well. She was excited. I was nervous.”
Wayne revealed that he feared dropping the future Queen of England in front of her husband Prince Charles.
He said: “I did a lift from her from one corner of the stage right diagonally across to the other corner and I thought, ‘Oh god, what if I drop her?’ The future Queen of England at that time.
“After the eighth curtain call she says ‘Let’s do it again’ and I say ‘No, leave them wanting more’.
“I said, ‘By the way, you’ve got to bow to the Royal box’. She said, ‘I’m not bowing to him! He’s my hubby’. So I made her turn and bow and as we ran off she said, ‘You won’t get your OBE that way!’”
Celebrity Big Brother continues tomorrow on Channel 5 at 9pm.