lead someone a (merry) dance cause someone a great deal of trouble or worry. British

2013Independent Almost 70 years after that night … Henry James wrote one of his most famous novels, The Aspern Papers. It was the result of a conversation with a friend about an American collector, Captain Silsbee, who had been led a merry dance by an aged Claire Clairmont, who had held out the promise of some letters of Shelley's and Byron's only to pressure the hapless Silsbee into marrying her spinster niece.