.....Arnold and Zorina are in front of the curtain taking a bow. He notices that he is not wearing trousers (a reference to the opening of the film). In embarrassment, he and Zorina shuffle off (as in "shuffle off to Buffalo") into the wings. The joke here is that Zorina's shuffles are in the form of tiny pas de chats. (Try it at home. It works.) I wonder if Balanchine invented that.
I would guess so. A lot of the Dolan Family vaudeville skit at the beginning of the film made me think of Balanchine's Union Jack - Pearly King and Queen pdd section.
My favorite part was the Princess Zenobia ballet, an absolutely-hilarious take on Fokine's Scheherazade. Not just the story and the characters; it very much mirrors -- in a friendly-mockery manner - the Fokine steps.