Saucy dance by girl with sex appeal (5)
I believe the answer is:
salsa
'saucy dance' is the definition.
(salsa can mean both a dance and a sauce)
'girl with sex appeal' is the wordplay.
'girl' becomes 'sal' (feminine given name).
'with' is a charade indicator (letters next to each other).
'sex appeal' becomes 'SA' (old-fashioned abbreviation).
'sal'+'sa'='SALSA'
'by' acts as a link.
(Other definitions for salsa that I've seen before include "Sauce; Afro-Cuban dance" , "that's hot and saucy?" , "Cuban dance music or spicy sauce" , "Spicy tomato sauce" , "Steps" .)