Letkajenkka
Letkajenkka is a genre of music in Finland, a type of dance, and Jenka's namesake.
A song in the letkajenkka genre, Letkis by Rauno Lehtinen (or a cover of the same song at the very least), was the basis for the song Jenka 1 in Cave Story. Jenka 1 is also the song that plays inside Jenka's house, and Jenka 2 (the Labyrinth theme) is a fast-paced remix of Jenka 1.
The dance is performed in a conga-line formation (a line of people holding the waist or shoulders of the person in front) whilst everyone performs the following dance steps in unison: left kick, left kick, right kick, right kick, hop forward, hop back, then hop forward three times. The hopping is performed with both feet at the same time.
Jenka's brother Ballos also shares a name with a type of dance, that being a Greek folk dance. There also exists an Italian dance named Ballo. Neither of these are directly confirmed as Ballos' namesake, so take this with a grain of salt.